Parameter Estimation Methods of Linear Continuous-Time Time-Delay Systems from Multi-frequency Response Data.

This paper considers the identification problem of the linear continuous time-delay systems. By using the multi-frequency responses, a stochastic gradient gradient-based iterative (SG-GI) algorithm is derived. The proposed algorithm can estimate the unknown parameters and the unknown time delays simultaneously. To improve the parameter estimation accuracy of the SG-GI algorithm, a multi-innovation stochastic gradient gradient-based iterative (MISG-GI) algorithm is derived by using the multi-innovation identification theory. In addition, a forgetting factor is introduced to increase the parameter estimation accuracy. The resulting algorithm is called the multi-innovation forgetting gradient gradient-based iterative (MIFG-GI) algorithm. The effectiveness of the proposed strategies is illustrated by a numerical example. [ABSTRACT FROM AUTHOR]