A unified parameter identification method for nonlinear time-delay systems

Qinqin Chai; Ryan Loxton; Kok Lay Teo; Chunhua Yang

doi:10.3934/jimo.2013.9.471

Article Contents

2013, Volume 9, Issue 2: 471-486. Doi: 10.3934/jimo.2013.9.471

This issue Previous Article Second-order weak composed epiderivatives and applications to optimality conditions Next Article Optimal portfolio in a continuous-time self-exciting threshold model

A unified parameter identification method for nonlinear time-delay systems

1.
School of Information Science & Engineering, Central South University, Changsha
2.
Department of Mathematics and Statistics, Curtin University, Perth 6845
3.
Department of Mathematics and Statistics, Curtin University, Perth, W.A. 6845
4.
School of Information Science and Engineering, Central South University, Changsha, 410083

Received: May 31, 2012

Revised: September 30, 2012

Published: March 2013

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Abstract

This paper deals with the problem of identifying unknown time-delays and model parameters in a general nonlinear time-delay system. We propose a unified computational approach that involves solving a dynamic optimization problem, whose cost function measures the discrepancy between predicted and observed system output, to determine optimal values for the unknown quantities. Our main contribution is to show that the partial derivatives of this cost function can be computed by solving a set of auxiliary time-delay systems. On this basis, the parameter identification problem can be solved using existing gradient-based optimization techniques. We conclude the paper with two numerical simulations.

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Mathematics Subject Classification: Primary: 93B30; Secondary: 90C30, 90C90, 37N40.

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