Identification of errors-in-variables ARX model with time varying time delay

被引:3
|
作者
Zhang, Jinxi [1 ,2 ]
Guo, Fan [2 ,3 ]
Hao, Kuangrong [1 ]
Chen, Lei [1 ]
Huang, Biao [2 ]
机构
[1] Donghua Univ, Coll Informat Sci & Technol, Shanghai 201620, Peoples R China
[2] Univ Alberta, Dept Chem & Mat Engn, Edmonton, AB T6G2G6, Canada
[3] Nanjing Inst Technol, Sch Automat, Nanjing 211167, Peoples R China
基金
加拿大自然科学与工程研究理事会; 上海市自然科学基金; 中国国家自然科学基金;
关键词
Parameter estimation; Time delays; Errors-in-variables (EIV); Expectation maximization algorithm (EM); ROBUST IDENTIFICATION; FAULT-DIAGNOSIS; SYSTEMS; KALMAN; MIXTURE; DESIGN;
D O I
10.1016/j.jprocont.2022.04.019
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
An identification method is proposed for errors-in-variables (EIV) ARX model with input time-varying time-delays. A Markov chain is used to model varying time delays whose parameters are also estimated. The EIV system accounts for noises in both input and output. To estimate noise-free input, a linear state space model is used to describe input generation process and a Kalman smoother is adopted for its estimation. An expectation maximization algorithm is used to estimate ARX model parameters. A spinning process of polyester fiber and a continuous stirred tank reactor process are used to verify the effectiveness of the proposed approach.(C) 2022 Elsevier Ltd. All rights reserved.
引用
下载
收藏
页码:134 / 144
页数:11
相关论文
共 50 条
  • [1] ARX Model Estimation of Multivariable Errors-in-Variables Systems
    Liu, Xin
    Zhu, Yucai
    IFAC PAPERSONLINE, 2018, 51 (15): : 874 - 879
  • [2] A Method of ARX Model Estimation of Errors-in-Variables Systems
    Liu, Xin
    Zhu, Yucai
    IFAC PAPERSONLINE, 2015, 48 (28): : 302 - 306
  • [3] Time-Domain Errors-in-Variables Identification of Transmissibilities
    Aljanaideh, Khaled F.
    Sanjeevini, Sneha
    Bernstein, Dennis S.
    2018 IEEE CONFERENCE ON DECISION AND CONTROL (CDC), 2018, : 3012 - 3017
  • [4] Identification of continuous-time errors-in-variables models
    Mahata, Kaushik
    Garnier, Hugues
    AUTOMATICA, 2006, 42 (09) : 1477 - 1490
  • [5] Identification of a nonlinear errors-in-variables model
    Vajk, I
    Hetthéssy, J
    CONTROL APPLICATIONS OF OPTIMISATION 2003, 2003, : 21 - 26
  • [6] Subspace identification for continuous-time errors-in-variables model from sampled data
    Wu, Ping
    Yang, Chun-jie
    Song, Zhi-huan
    JOURNAL OF ZHEJIANG UNIVERSITY-SCIENCE A, 2009, 10 (08): : 1177 - 1186
  • [7] Subspace identification for continuous-time errors-in-variables model from sampled data
    Ping WUChunjie YANGZhihuan SONGState Key Lab of Industrial Control TechnologyZhejiang UniversityHangzhou China
    Journal of Zhejiang University(Science A:An International Applied Physics & Engineering Journal), 2009, 10 (08) : 1177 - 1186
  • [8] Subspace identification for continuous-time errors-in-variables model from sampled data
    Ping Wu
    Chun-jie Yang
    Zhi-huan Song
    Journal of Zhejiang University-SCIENCE A, 2009, 10 : 1177 - 1186
  • [9] Statistical inference for partially time-varying coefficient errors-in-variables models
    Fan, Guo-Liang
    Liang, Han-Ying
    Wang, Jiang-Feng
    JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2013, 143 (03) : 505 - 519
  • [10] Identification of errors-in-variables ARX models using modified dynamic iterative PCA
    Maurya, Deepak
    Tangirala, Arun K.
    Narasimhan, Shankar
    JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS, 2022, 359 (13): : 7069 - 7090