A fast identification algorithm for systems with delayed inputs

Abstract

A fast identification algorithm is proposed for systems with delayed inputs. It is based on a non-asymptotic distributional estimation technique initiated in the framework of systems without delay. Such a technique leads to simple realisation schemes, involving integrators, multipliers and piecewise polynomial or exponential time functions. Thus, it allows for a real-time implementation. In order to introduce a generalisation to systems with input delay, three simple examples are presented here. The first illustration is a first-order model with delayed input and noise. Then, a second-order system driven through a transmission line is considered. A third example shows a possible link between simultaneous identification and generalised eigenvalue problems.