Systems & Control Letters 102 (2017) 81–92
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Systems & Control Letters
journal homepage: www.elsevier.com/locate/sysconle
Robust time-domain output error method for identifying
continuous-time systems with time delay
Fengwei Chen
a
, Marion Gilson
b, c ,
*, Hugues Garnier
b, c
, Tao Liu
a
a
School of Control Science and Engineering, Dalian University of Technology, Dalian, 116024, China
b
Université de Lorraine, CRAN, UMR 7039, 2 rue Jean Lamour, F-54519 Vandoeuvre-les-Nancy, France
c
CNRS, CRAN, UMR 7039, France
article info
Article history:
Received 13 June 2016
Received in revised form 12 December 2016
Accepted 27 January 2017
Keywords:
Continuous-time system
Identification
Time delay
Output error method
Irregular sampling
abstract
In this paper, an output error method is proposed for the identification of continuous-time systems with
time delay from sampled data. The challenge of time delay system identification lies in the presence of
nonlinear time delays in models, then starting value-based optimization methods may be trapped easily
by local minima. In order to improve the convergence performance to the choice of initial parameters,
several approaches to smooth the loss function are presented. It is shown that the loss function may
possess many local minima when data are regularly sampled with the inter-sample behavior of zero-order
hold. Interestingly, irregular sampling can be an efficient approach to overcome these local minima. To
achieve superior convergence performance, an over-parametrization approach incorporating a low-pass
filtering technique is proposed to enlarge the convergence region. Theoretical and simulated results are
presented to demonstrate the effectiveness of the proposed method.
© 2017 Elsevier B.V. All rights reserved.
1. Introduction
Control-oriented system identification, which aims to build
mathematical models for characterizing system behaviors be-
tween the manipulated and controlled variables from experimen-
tal data, has been increasingly appealing for obtaining good control
system performance. With the fast development of digital comput-
ers, system identification methods have been developed based on
discrete-time (DT) models in terms of shift operators to facilitate
the implementation. Recently, there has been a resurgence of in-
terest in the study of continuous-time (CT) model identification,
which is motivated by the advantages of CT models, for example:
physical insights provided by CT model parameters; flexibility in
dealing with fractional time delays; invariance of model parame-
ters in handling irregularly sampled data [1,2], note that in such
case DT model parameters are usually time-varying even if the
original systems are stationary and invariant. A common feature
of industrial processes is the presence of a time delay between
the input command and output response. Modeling of these sys-
tems, typically by low order linear models plus time delay, has
been widely recognized for obtaining good approximations of the
*
Corresponding author at: Université de Lorraine, CRAN, UMR 7039, 2 rue Jean
Lamour, Vandoeuvre-les-Nancy, F-54519, France
E-mail addresses: fengwei.chen@outlook.com (F. Chen),
marion.gilson@univ-lorraine.fr (M. Gilson), hugues.garnier@univ-lorraine.fr
(H. Garnier), tliu@dlut.edu.cn (T. Liu).
system input–output behaviors. Identification of process models
from sampled data is the problem that will be studied in this paper.
The main difficulty of process model identification arises from
the presence of a nonlinear parameter, i.e. the time delay, in a linear
model. Here a nonlinear parameter means that the differentiation
with respect to this parameter does not yield a constant. Then some
traditional methods for linear system identification cannot be ap-
plied directly. The study of time delay system identification has led
in the literature to several methods, recent reviews can be found
in [3–5]. The existing methods fall into three categories roughly:
(1) identification using different experiment tests, e.g. step or relay
feedback tests [5–8], persistent excitation tests [9,10]; (2) iden-
tification using different strategies to estimate the whole model
parameters, e.g. one-step approaches that estimate all the param-
eters simultaneously [11–14], two-step approaches that estimate
the rational model parameters and time delay separately [9,10];
(3) identification using different criteria for optimal model fitting,
e.g. cross-correlation maximization [15,16], output or prediction
error minimization [10,11].
The simplified refined instrumental variable method for CT
systems (SRIVC) has been popular for direct CT modeling [17–19].
This method was first proposed in [20] and later developed in
e.g. [21–23]. By extension, a SRIVC-based method for time delay
systems (TDSRIVC) was proposed in [10] to identify simple process
models from irregularly sampled data, in which a numerical search
was incorporated to solve for the optimal time delay. Since the
numerical search is quite sensitive to the choice of initial time
http://dx.doi.org/10.1016/j.sysconle.2017.01.009
0167-6911/© 2017 Elsevier B.V. All rights reserved.