Please use this identifier to cite or link to this item: http://hdl.handle.net/2440/84255
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Type: Conference paper
Title: Optimal state filtering and parameter identification for linear stochastic time-delay systems
Author: Basin, M.
Shi, P.
Calderon-Alvarez, D.
Citation: Proceedings of the 17th International Federation of Automatic Control World Congress, 2008 / M. J. Chung, P. Misra (eds.): pp.10246-10251
Publisher: International Federation of Automatic Control (IFAC)
Publisher Place: UK
Issue Date: 2008
ISBN: 9783902661005
ISSN: 1474-6670
Conference Name: The International Federation of Automatic Control World Congress (17th : 2008 : Korea)
Statement of
Responsibility: 
Basin, Michael V.; Shi, Peng; Calderon Alvarez, Dario
Abstract: This paper presents the optimal joint state filtering and parameter identification problem for linear stochastic time-delay systems with unknown parameters. The original identification problem is reduced to the optimal filtering problem for incompletely measured polynomial (bilinear) timedelay system states over linear observations with an arbitrary, not necessarily invertible, observation matrix, where the unknown parameters are considered standard Wiener processes and incorporated as additional states in the extended state vector. The obtained solution is based on the designed optimal filter for incompletely measured bilinear time-delay states over linear observations, taking into account that the optimal filter for the extended state vector also serves as the optimal identifier for the unknown parameters. In the example, performance of the designed optimal state filter and parameter identifier is verified for a linear time-delay system with an unknown multiplicative parameter over linear observations. Both, stable and unstable, linear systems are examined.
Rights: Copyright status unknown
RMID: 0020130229
DOI: 10.3182/20080706-5-KR-1001.01734
Description (link): http://www.ifac-papersonline.net/World_Congress/Proceedings_of_the_17th_IFAC_World_Congress__2008/index.html
Published version: http://www.ifac-papersonline.net/Detailed/37427.html
Appears in Collections:Electrical and Electronic Engineering publications

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