Skip to main content
Log in

Identification of delayed system using instrumental variable method

  • Brief Papers
  • Published:
Journal of Control Theory and Applications Aims and scope Submit manuscript

Abstract

System identification uses system inputs and outputs to raise mathematical models. Various techniques of system identification exist that offer a nominal model and an uncertainty bound. Many practical systems such as thermal processes & chemical processes have inbuilt time delay. If the time delay used in the system model for controller design does not concur with the actual process time delay, a closed-loop system may be unstable or demonstrate unacceptable transient response characteristics so here the time delay is assumed to be time-invariant.

This paper proposes on-line identification of delayed complex/uncertain systems using instrumental variable (IV) method. Parametric uncertainty has been considered which may be represented by variations of certain system parameters over some possible range. This method allows consistent estimation when the system parameters are associated with the noise terms, as the IV methods (IVM’s) usually make no assumption on the noise correlation configuration. The faster convergence of the parameters including noise terms has been proved in this paper. Iterative prefiltering (IP) method has also been used for the identification of the delayed uncertain system and the graphical results given in this paper demonstrate that the convergence results are inferior to the instrumental variable method.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. A. E Pearson, C. Y. Wuu. Decoupled delay estimation in the identification of differential delay systems. Automatica, 1984, 20(6): 761–772.

    Article  MathSciNet  MATH  Google Scholar 

  2. G. P. Rao, L. Sivakumar. Identification of time-lag systems via Walsh functions. IEEE Transactions on Automatic Control, 1979, 24(5): 806–808.

    Article  MATH  Google Scholar 

  3. D. C. Saha, G. P. Rao. Identification of lumped linear systems in the presence of small unknown delays- the Poisson moment functional approach. International Journal of Control, 1981, 33(5): 945–951.

    Article  Google Scholar 

  4. Z. Yang, T. Hachino, T. Tsuji, et al. Identification of parameters and time delays of continuous systems using the genetic algorithm. Proceedings of the Tenth IFAC - IFORS Symposium on Identification and System Parameter Estimation. Copenhagen, Denmark, 1994: 1573–1578.

  5. W. Zheng, C. Feng. Optimizing search-based identification of stochastic time-delay systems. International Journal of Systems Science, 1991, 22(5): 783–792.

    Article  MathSciNet  MATH  Google Scholar 

  6. T. Soderstrom, P. Stoica. Instrumental Variable Methods for System Identification. Berlin: Springer-Verlag, 1983.

    Book  Google Scholar 

  7. P. J. Gawthrop, M. T. Nihtil. Identification of time-delays using a polynomial identification method. System & Control Letters, 1985, 5(4): 267–271.

    Article  MATH  Google Scholar 

  8. M. Agarwal, C. Canudas. On-line estimation of time delay and continuous-time process parameters. International Journal of Control, 1987, 46(1): 295–311.

    Article  MathSciNet  MATH  Google Scholar 

  9. E. W. Bai, D. H. Chyung. Improving delay estimates derived from least square algorithm and pad approximations. International Journal of Systems Science, 1993, 24(4):745–756.

    Article  MathSciNet  MATH  Google Scholar 

  10. Z. Yang, T. Hachino, T. Tsuji. On-line identification of continuous time-delay systems combining least-squares techniques with a genetic algorithm, International Journal of Control, 1997, 66(1): 23–42.

    Article  MathSciNet  MATH  Google Scholar 

  11. D. Gu, P. H. Petkov, M.M. Konstantinov. Robust Control Design with MATLAB, London: Springer-Verlag, 2005.

    MATH  Google Scholar 

  12. S. K. Teiglitz, L. E. McBride. A technique for the identification of linear systems. IEEE Transactions on Automatic Control, 1965, 10(4): 461–464.

    Article  Google Scholar 

  13. S. Sagara, Z. Yang, K. Wada. Identification of continuous systems using digital low-pass filters. International Journal of Systems Science, 1991, 22: 1159–1176.

    Article  MathSciNet  MATH  Google Scholar 

  14. S. Sagara, Z. Yang, K. Wada, et al. Parameter identification and adaptive control of continuous systems with zero-order hold. Proceedings of the IFAC World Congress, Sydney, Australia, 1993: 629–632.

  15. P. C. Young, A. Jakeman. Refined instrumental variable methods of recursive time series analysis-Part III: Extensions. International Journal of Control, 1980, 31(4): 741–746.

    Article  MATH  Google Scholar 

  16. P. C. Young, A. Chotai, W. Tych. Identification, estimation and control of continuous-time systems described by delta operator models. Identification of Continuous-Time Systems, N. H. Sinha, G. P. Rao (eds.) Dordrecht: Kluwer, the Netherlands, 1991: 363–418.

    Chapter  Google Scholar 

  17. Z. Jiang, W. Schaufelbergr. Block-Pulse Function and Their Applications in Control Systems. Berlin: Springer-Verlag, 1992.

    Book  Google Scholar 

  18. R. Chen, K. A. Loparo. Identification of time delays in linear stochastic systems. International Journal of Control, 1993, 57(6): 1273–1291.

    Article  MathSciNet  MATH  Google Scholar 

  19. H. Unbehauen, G. P. Rao. Continuous-time approaches to system identification - a survey. Automatica, 1990, 26(1): 23–35.

    Article  MathSciNet  MATH  Google Scholar 

  20. J. Tuch, A. Feuer, Z. J. Palmor. Time delay estimation in continuous linear time invariant systems. IEEE Transactions on Automatic Control, 1994, 39(4): 823–827.

    Article  MathSciNet  MATH  Google Scholar 

  21. H. Broman, A. Andersson. Instrumental variables and prediction error like second order recursive algorithms. IEEE International Conference on Acoustics, Speech, and Signal Processing, 1996, 6(3): 1830–1833.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Dalvinder Kaur.

Additional information

Dalvinder KAUR is an assistant professor. She has nine research papers in international/national journals and conferences to her credit. Her current research interest area includes identification and robust control, digital signal processing. Currently, she is pursuing Ph.D. from National Institute of Technology, Kurukshetra, India.

Lillie DEWAN is a professor. She has numerous research papers in international/national journals and conferences to her credit. Her current research interest areas include identification and robust control, digital signal processing, image processing, and electrical machines.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Kaur, D., Dewan, L. Identification of delayed system using instrumental variable method. J. Control Theory Appl. 10, 380–384 (2012). https://doi.org/10.1007/s11768-012-0289-2

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11768-012-0289-2

Keywords

Navigation