Time delay estimation in discrete-time state-space models

Authors:
Ronaldo Waschburger;Roberto Kawakami Harrop GalvãO
Affiliations:
Instituto Tecnológico de Aeronáutica, Divisão de Engenharia Eletrônica, 12228-900 São José dos Campos, SP, Brazil;Instituto Tecnológico de Aeronáutica, Divisão de Engenharia Eletrônica, 12228-900 São José dos Campos, SP, Brazil
Venue:
Signal Processing
Year:
2013

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Abstract

This paper proposes a method for estimating multiple input delays in systems described by discrete-time state-space models. The proposed method is based on the minimization of a quadratic cost function related to the prediction error of the state variables over a given time frame. It is assumed that the system inputs are known and that noisy measurements of the states are available. The statistical properties of the resulting estimate are used to determine the delay values that are consistent with the observations at a given significance level. Simulation experiments are presented for illustration. As expected, the actual error rate is found to be consistent with the significance level employed in the estimation procedure. The relation between the precision of the estimation and the noise level is also investigated.