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.
机构:
Univ Chinese Acad Sci, Beijing 100049, Peoples R ChinaUniv Chinese Acad Sci, Beijing 100049, Peoples R China
Liu, Zhifan
Liu, Chunling
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Hong Kong Polytech Univ, Kowloon, Hong Kong, Peoples R ChinaUniv Chinese Acad Sci, Beijing 100049, Peoples R China
Liu, Chunling
Sun, Zhihua
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Univ Chinese Acad Sci, Beijing 100049, Peoples R China
Chinese Acad Sci, Key Lab Big Data Min & Knowledge Management, Beijing 100049, Peoples R ChinaUniv Chinese Acad Sci, Beijing 100049, Peoples R China