ARMAX Time Delay Systems Identification Based on Least Square Approach

摘要

In this paper, an algorithm is developed for the identification of the time delay parameter and the dynamic parameters of autoregressive moving average with exogenous input ARMAX time delay models. This algorithm consists in constructing a linear-parameter formulation by building a generalized vector observation and using the recursive least squares approach to solve the obtained system. Simulation and experimental test results are presented to illustrate the performance of the proposed approach.