Identification of nonlinear state-space time-delay system

Abstract

Purpose

This paper aims to investigate an identification strategy for the nonlinear state-space model (SSM) in the presence of an unknown output time-delay. The equations to estimate the unknown model parameters and output time-delay are derived simultaneously in the proposed strategy.

Design/methodology/approach

The unknown integer-valued time-delay is processed as a latent variable which is uniformly distributed in a priori known range. The estimations of the unknown time-delay and model parameters are both realized using the Expectation-Maximization (EM) algorithm, which has a good performance in dealing with latent variable issues. Moreover, the particle filter (PF) with an unknown time-delay is introduced to calculated the Q-function of the EM algorithm.

Findings

Although amounts of effective approaches for nonlinear SSM identification have been developed in the literature, the problem of time-delay is not considered in most of them. The time-delay is commonly existed in industrial scenario and it could cause extra difficulties for industrial process modeling. The problem of unknown output time-delay is considered in this paper, and the validity of the proposed approach is demonstrated through the numerical example and a two-link manipulator system.

Originality/value

The novel approach to identify the nonlinear SSM in the presence of an unknown output time-delay with EM algorithm is put forward in this work.

Citation

Liu, X., Zhang, H., Zhu, P., Yang, X. and Du, Z. (2020), "Identification of nonlinear state-space time-delay system", Assembly Automation, Vol. 40 No. 1, pp. 22-30. https://doi.org/10.1108/AA-08-2018-115