Identification of time delays in linear stochastic systems

Chen, Rong; Loparo, Kenneth A.

doi:10.1080/00207179308934447

Cited by 7 publications

(4 citation statements)

References 16 publications

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“…A new greedy strategy to select the active columns is derived in what follows, based on which the selective matrix can be constructed accordingly. According to (16), the minimum of cost function at (k − 1)th iteration can be written as…”

Section: The Householder Transformation-based Greedy Strategymentioning

confidence: 99%

“…Many identification methods have been developed for time-delay estimation. For example, Chen et al developed a recursive identification algorithm based on the parallel Kalman filtering and Bayes' estimation [16]. Bayrak et al proposed an online adaptive time-delay identification algorithm based on an adaptive updating law through a minimum-maximum strategy [13].…”

Section: Introductionmentioning

confidence: 99%

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Joint parameter and time-delay estimation for a class of Wiener models based on a new orthogonal least squares algorithm

Liu

Zhu

et al. 2023

Preprint

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This paper focuses on the identification of multiple inputs Wiener systems with piecewise-linear nonlinearity. The main objective is to jointly estimate the parameters and time-delays by using limited samples when the system orders are unknown. In order to identify the over-parameterized sparse system under the framework of greedy method, a Householder transformation-based greedy orthogonal least squares algorithm is proposed. In this scheme, the active columns of the information matrix are selected one by one according to a new greedy strategy, then the Householder transformation is employed to maintain an upper-triangular structure for the sub-information matrix, the back-substitution method is adopted to avoid the matrix inversion. Thus the problem of ill-conditioning frequently appears in nonlinear models can be eliminated. The Bayesian information criterion is used to choose the optimal sparsity level. Numerical experiments show that this new scheme can achieve almost optimal generalization performance while requiring less observations than the traditional schemes.

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Section: The Householder Transformation-based Greedy Strategymentioning

confidence: 99%

Section: Introductionmentioning

confidence: 99%

Joint parameter and time-delay estimation for a class of Wiener models based on a new orthogonal least squares algorithm

Liu

Zhu

et al. 2023

Preprint

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“…all the offdiagonal terms of matrices 2M\ G and 2M\ G have been neglected. Since equation (27) is similar to equation (10), the critical time delay G can be calculated by using equations (15) to (17). As will be demonstrated later, this approximate approach may give reasonable values of when the modes of the structure are widely spaced.…”

Section: Approximate Approachmentioning

confidence: 99%

Effect of fixed time delay on stability and performance of actively controlled civil engineering structures

Agrawal

Yang

1997

Earthquake Engng. Struct. Dyn.

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In this paper, a state-of-the-art review for the fixed time delay of actively controlled civil engineering structures is presented, including the identification of time delay, the effect of time delay on the stability and performance of the controlled structures, and the evaluation of the critical time delay. In particular, a critical review of the stability analysis methods currently available for the critical time delay of Multiple-Degree-of-Freedom (MDOF) systems is conducted and new simulation results are presented to show its limitation in practical applications. Further, a method of stability analysis for the critical time delay of MDOF systems equipped with single or multiple actuators is presented along with the simulation results to demonstrate its applications to seismic hazard mitigations. Under earthquake excitations, simulation results for the structural response indicate that the degradation of the control performance due to the fixed time delay is not significant until the time delay is close to the critical time delay. It is further demonstrated that the time-delay problem is more serious for structures with closely spaced vibrational modes, such as a building equipped with an active tuned mass damper.

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“…System theory scholars did lots of works about time-delay identification and many methods had been proposed [8] ~ [16] .…”

Section: Introductionmentioning

confidence: 99%

Time-delay identification for linear multi-input multi-output system

Wang¹,

Zhao²,

Hao³

et al. 2008

2008 7th World Congress on Intelligent Control and Automation

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In this paper, a time-delay identification method for linear multi-input multi-output systems is proposed. Based on the existing research and improved on Neural Network timedelay identification method, an algorithm was applied to linear multivariable systems. By choosing proper criterion function, the system time-delay parameter could be estimated from the relationship between time-delay parameter and criterion function value. Simulation results show that the proposed method is feasible and effective.

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Identification of time delays in linear stochastic systems

Cited by 7 publications

References 16 publications

Joint parameter and time-delay estimation for a class of Wiener models based on a new orthogonal least squares algorithm

Joint parameter and time-delay estimation for a class of Wiener models based on a new orthogonal least squares algorithm

Effect of fixed time delay on stability and performance of actively controlled civil engineering structures

Time-delay identification for linear multi-input multi-output system

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