Consistent Estimation of the Time Delay in Continuous-Time Systems

Sagara, Setsuo

doi:10.9746/sicetr1965.27.64

Cited by 15 publications

(7 citation statements)

References 6 publications

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“…As in Section 2, the computational processes of both estimators ( 31)-( 32) and ( 33)-(35) terminate on the basis of the observed stagnation in the minimisation criterion (28), exactly…”

Section: La Estimatorsmentioning

confidence: 99%

Iterative‐recursive estimation of parameters of regression models with resistance to outliers on practical examples

Kozłowski,

Kowalczuk

2024

IET Control Theory & Appl

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Here, identification of processes and systems in the sense of the least sum of absolute values is taken into consideration. The respective absolute value estimators are recognised as exceptionally insensitive to large measurement faults or other defects in the processed data, whereas the classical least squares procedure appears to be completely impractical for processing the data contaminated with such parasitic distortions. Since the absolute value quality index cannot be minimised analytically, an iterative solution is used to find optimal estimates of the parameters of the underlying regression model. In addition, an approximate recursive estimator is proposed and implemented for on‐line evaluation of system parameters. The convergence (basic property) of the iterative estimator is show to be proven and some aspects related to the absolute value criterion are explained. This allows for the formulation of practical conclusions and indication of directions for further research. In addition, the effectiveness of the described iterative‐recursive estimation procedures is practically verified by appropriate numerical experiments.

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“…As in Section 2, the computational processes of both estimators ( 31)-( 32) and ( 33)-(35) terminate on the basis of the observed stagnation in the minimisation criterion (28), exactly…”

Section: La Estimatorsmentioning

confidence: 99%

Iterative‐recursive estimation of parameters of regression models with resistance to outliers on practical examples

Kozłowski,

Kowalczuk

2024

IET Control Theory & Appl

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“…Chen and Zhang 12) determined the time delay in the Auto-Regressive Moving Average (ARMA) model to minimize the cost function. In Zhao and Sagara, 13) the time delay in the ARMA model was determined so that the cost function was minimized using Newton's method. Fukuda et al 9) reported a method for estimating the time delay in the measured ultrasonic receiver outputs using cross-correlation.…”

Section: Introductionmentioning

confidence: 99%

On-board Downwash Speed Estimation of Drone Rotor-Based State Observer

Tokutake

OKADA

Sunada

et al. 2022

Trans. Japan Soc. Aero. S Sci.

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Drone dynamics are affected by flight condition uncertainties, such as the surrounding structure, gust disturbance, and rotor damage, resulting in the deterioration of flight performance and safety. Real-time modeling of drone dynamics plays an important role in flight safety. In this study, the on-board measurement of downwash speed, which is an important parameter in drone dynamics, was performed using ultrasonic passing-time information. In this method, ultrasonic transmitters and receivers were arranged below the rotor, and the passing time in the downwash was estimated using an extended Kalman filter, which was designed for the constructed ultrasonic propagation dynamics model. It was validated that the proposed method is sufficiently robust to accurately estimate the downwash speed in a disturbed flow under a rotating rotor.

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“…Among existing methods of identification of delay systems, a solution employing the gradient search algorithm for minimization of an auxiliary quality function is worth noticing (Zhao and Sagara, 1991). Also a three-stage procedure involving a preliminary guess of the delay, estimation of parameters and final identification of the delay can be functional (Kozłowski and Kowalczuk, 2009).…”

Section: Parameter and Delay Estimationmentioning

confidence: 99%

“…Identification of such delays along with the parameters of the continuous models is definitely a challenging issue. Among the existing solutions, off-line estimation of input delay based on the gradient search can be applied (Ferretti et al, 1991;Zhao and Sagara, 1991). A dedicated three-stage procedure for off-line identification of delay can be used in practical implementations (Kozłowski and Kowalczuk, 2009).…”

Section: Introductionmentioning

confidence: 99%

On-line parameter and delay estimation of continuous-time dynamic systems

Kozłowski

Kowalczuk

2015

International Journal of Applied Mathematics and Computer Science

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The problem of on-line identification of non-stationary delay systems is considered. The dynamics of supervised industrial processes are usually modeled by ordinary differential equations. Discrete-time mechanizations of continuous-time process models are implemented with the use of dedicated finite-horizon integrating filters. Least-squares and instrumental variable procedures mechanized in recursive forms are applied for simultaneous identification of input delay and spectral parameters of the system models. The performance of the proposed estimation algorithms is verified in an illustrative numerical simulation study.

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Consistent Estimation of the Time Delay in Continuous-Time Systems

Cited by 15 publications

References 6 publications

Iterative‐recursive estimation of parameters of regression models with resistance to outliers on practical examples

Iterative‐recursive estimation of parameters of regression models with resistance to outliers on practical examples

On-board Downwash Speed Estimation of Drone Rotor-Based State Observer

On-line parameter and delay estimation of continuous-time dynamic systems

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