A Data-Driven Hybrid ARX and Markov Chain Modeling Approach to Process Identification With Time-Varying Time Delays

Abstract

In this paper, we consider an important practical industrial process identification problem where the time delay can change at every sampling instant. We model the time-varying discrete time-delay mechanism by a Markov chain model and estimate the Markov chain parameters along with the time-delay sequence simultaneously. Besides time-varying delay, processes with both time-invariant and time-variant model parameters are also considered. The former is solved by an expectation-maximization (EM) algorithm, while the latter is solved by a recursive version of the EM algorithm. The advantages of the proposed identification methods are demonstrated by numerical simulation examples and an evaluation on pilot-scale experiments.