Frontiers of Information Technology & Electronic Engineering
>> 2016,
Volume 17,
Issue 6
doi:
10.1631/FITEE.1500358
Article
Subspace-based identification of discrete time-delay system
. School of Astronautics, Harbin Institute of Technology, Harbin 150001, China.. School of Information and Electrical Engineering, Harbin Institute of Technology, Weihai 264209, China
Available online: 2016-06-28
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Abstract
We investigate the identification problems of a class of linear stochastic time-delay systems with unknown delayed states in this study. A time-delay system is expressed as a delay differential equation with a single delay in the state vector. We first derive an equivalent linear time-invariant (LTI) system for the time-delay system using a state augmentation technique. Then a conventional subspace identification method is used to estimate augmented system matrices and Kalman state sequences up to a similarity transformation. To obtain a state-space model for the time-delay system, an alternate convex search (ACS) algorithm is presented to find a similarity transformation that takes the identified augmented system back to a form so that the time-delay system can be recovered. Finally, we reconstruct the Kalman state sequences based on the similarity transformation. The time-delay system matrices under the same state-space basis can be recovered from the Kalman state sequences and input-output data by solving two least squares problems. Numerical examples are to show the effectiveness of the proposed method.
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