Identification of continuous-time hybrid “Box–Jenkins” systems with multiple unknown time delays using two-stage parameter estimation algorithm

Abstract

Purpose

This study/paper aims to present a separable identification algorithm for a multiple input single output (MISO) continuous time (CT) hybrid “Box–Jenkins”.

Design/methodology/approach

This paper proposes an optimal method for the identification of MISO CT hybrid “Box–Jenkins” systems with unknown time delays by using the two-stage recursive least-square (TS-RLS) identification algorithm.

Findings

The effectiveness of the proposed scheme is shown with application to a simulation example.

Originality/value

A two-stage recursive least-square identification method is developed for multiple input single output continuous time hybrid “Box–Jenkins” system with multiple unknown time delays from sampled data. The proposed technique allows the division of the global CT hybrid “Box–Jenkins” system into two fictitious subsystems: the first one contains the parameters of the system model, including the multiple unknown time delays, and the second contains the parameters of the noise model. Then the TS-RLS identification algorithm can be applied easily to estimate all the parameters of the studied system.

Citation

Ghoul, Y. (2019), "Identification of continuous-time hybrid “Box–Jenkins” systems with multiple unknown time delays using two-stage parameter estimation algorithm", Engineering Computations, Vol. 36 No. 6, pp. 2111-2130. https://doi.org/10.1108/EC-12-2018-0550