Identification of continuous-time systems with multiple unknown time delays by global nonlinear least-squares and instrumental variable methods

This paper considers the identification problem of multiple input single output (MISO) continuous-time systems with unknown time delays of the inputs, from sampled input-output data. An iterative global separable nonlinear least-squares (GSEPNLS) method which estimates the time delays and transfer function parameters separably is derived to significantly reduce the possibility of convergence to a local minimum, by using the stochastic global-optimization techniques. Furthermore, the GSEPNLS method is modified to a novel global separable nonlinear instrumental variable (GSEPNIV) method to remove the biases of the estimates in the presence of high measurement noise. Simulation results show that the proposed algorithms work quite well.