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Type: Conference paper
Title: Optimal state filtering and parameter identification for linear time-delay systems
Author: Basin, M.
Shi, P.
Calderon-Alvarez, D.
Citation: Proceedings of the 2008 American Control Conference, 2008 / pp.7-12
Publisher: Institute of Electrical and Electronics Engineers (IEEE)
Publisher Place: USA
Issue Date: 2008
ISBN: 9781424420797
ISSN: 0743-1619
Conference Name: 2008 American Control Conference (ACC) (11 Jun 2008 - 13 Jun 2008 : Seattle, WA)
Statement of
Michael Basin, Peng Shi, Dario Calderon-Alvarez
Abstract: This paper presents the optimal joint state filtering and parameter identification problem for linear stochastic timedelay systems with unknown parameters. The original identification problem is reduced to the optimal filtering problem for incompletely measured polynomial (bilinear) time-delay system states over linear observations with an arbitrary, not necessarily invertible, observation matrix, where the unknown parameters are considered standard Wiener processes and incorporated as additional states in the extended state vector. The obtained solution is based on the designed optimal filter for incompletely measured bilinear time-delay states over linear observations, taking into account that the optimal filter for the extended state vector also serves as the optimal identifier for the unknown parameters. In the example, performance of the designed optimal state filter and parameter identifier is verified for a linear time-delay system with an unknown multiplicative parameter over linear observations. Both, stable and unstable, linear systems are examined.
Rights: © 2008 AACC
RMID: 0020128390
DOI: 10.1109/ACC.2008.4586457
Appears in Collections:Electrical and Electronic Engineering publications

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