An Optimization Approach to State-Delay Identification

作者：Loxton Ryan^*; Teo Kok Lay; Rehbock Volker

来源：IEEE Transactions on Automatic Control, 2010, 55(9): 2113-2119.

DOI：10.1109/TAC.2010.2050710

• Delay systems
• nonlinear control systems
• optimization methods
• system identification

We consider a nonlinear delay-differential system with unknown state-delays. Our goal is to identify these state-delays using experimental data. To this end, we formulate a dynamic optimization problem in which the state-delays are decision variables and the cost function measures the discrepancy between predicted and observed system output. We then show that the gradient of this problem's cost function can be computed by solving an auxiliary delay-differential system. By exploiting this result, the state-delay identification problem can be solved efficiently using a gradient-based optimization method.

• 出版日期2010-9