Title
On consistency of least squares algorithm for ARMAX time-delay models
Abstract
Jointly identification of the sample delay and the parameters of time-delay discrete-time ARMAX models are addressed in this article. Like any identified problem, the proposed approach is based on the solution of an optimization problem. It consists then of two main steps: the first is the problem formulation and the second is the problem resolution. The problem formulation defines the criterion to be minimized according to an unknown parameter vector consisting of the sample delay and the parameters with their corresponding observation vector. Since the sample delay is of integer type, the obtained optimization problem cannot be efficiently solved using a real optimization algorithm. To overcome this difficulty, the rounding properties are used to transform the obtained problem into a real optimization problem. The solution is then done using the least square approach. Consistency of the estimates with their convergence rates is established under the persistent excitation condition. Finally, some numerical simulation and experimental results are presented to illustrate the performance of the proposed method.
Year
DOI
Venue
2022
10.1177/09596518221080690
PROCEEDINGS OF THE INSTITUTION OF MECHANICAL ENGINEERS PART I-JOURNAL OF SYSTEMS AND CONTROL ENGINEERING
Keywords
DocType
Volume
ARMAX model, sample delay, identification, convergence analysis, least square
Journal
236
Issue
ISSN
Citations 
6
0959-6518
0
PageRank 
References 
Authors
0.34
0
2
Name
Order
Citations
PageRank
Saida Bedoui100.34
Kamel Abderrahim200.34