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Identification of continuous-time hybrid 'Box-Jenkins' systems with multiple unknown time delays using two-stage parameter estimation algorithm

机译:使用两阶段参数估计算法识别具有多个未知时间延迟的连续时间混合动力'Box-Jenkins系统

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Purpose This study/paper aims to present a separable identification algorithm for a multiple input single output (MISO) continuous time (CT) hybrid "Box-Jenkins". Design/methodology/approach This paper proposes an optimal method for the identification of MISO CT hybrid "Box-Jenkins" systems with unknown time delays by using the two-stage recursive least-square (TS-RLS) identification algorithm. Findings The effectiveness of the proposed scheme is shown with application to a simulation example. Originality/value A two-stage recursive least-square identification method is developed for multiple input single output continuous time hybrid "Box-Jenkins" system with multiple unknown time delays from sampled data. The proposed technique allows the division of the global CT hybrid "Box-Jenkins" system into two fictitious subsystems: the first one contains the parameters of the system model, including the multiple unknown time delays, and the second contains the parameters of the noise model. Then the TS-RLS identification algorithm can be applied easily to estimate all the parameters of the studied system.
机译:目的,本研究/纸张旨在为多输入单输出(MISO)连续时间(CT)混合“Box Jenkins”提供可分离的识别算法。设计/方法/方法本文提出了通过使用两阶段递归最小二乘(TS-RLS)识别算法的未知时间延迟识别Miso CT混合“Box-Jenkins”系统的最佳方法。结果表明所提出的方案的有效性以应用于仿真示例。原创性/值是为多个输入单输出连续时间混合动力“box-jenkins”系统开发了两阶段递归最小二乘识别方法,其中来自采样数据的多个未知时间延迟。该技术允许将全局CT混合“Box-Jenkins”系统分为两个虚构的子系统:第一个包含系统模型的参数,包括多个未知时间延迟,第二个包含多个未知时间延迟,并且第二个包含噪声模型的参数。然后可以容易地应用TS-RLS识别算法来估计所研究系统的所有参数。

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