Recursive identification of bilinear time-delay systems through the redundant rule

Abstract This paper develops a redundant recursive identification algorithm for joint estimation of states and parameters of bilinear state-space systems with time delays. In order to handle measurement delays in parameter identification and state estimation, the bilinear model is transformed to an extended identification model according to the redundant rule. In this regard, a bilinear state observer is established to update the unavailable states recursively, and a new least squares based efficient estimation algorithm is presented for simultaneously estimating the unknown states, parameters and time delay. The effectiveness of the proposed algorithm is evaluated by a numerical example.

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