Analysis of a Phase Method for Time-Delay Estimation
2002 (English)Report (Other academic)
In this report we study estimation of time delays in linear dynamical systems with additive noise. Estimating the time delay is a common engineering problem, e.g. in automatic control, system identification and signal processing.This report reviews and analyzes a certain time-delay estimation method: A discrete-time model of a continuous-time system is identified. The non-minimum phase zeros form the allpass part of the model. The dead-time is estimated by looking at the slope at low frequencies of the phase of the allpass part. We have experimentally studied the estimation method with the help of simulations in open loop and closed loop. We have looked at the estimates, poles, zeros and the phase. We have also performed statistical analyses with RMS (root mean square) error plots and with confidence interval calculations. Our results show that the estimation method can be used with several different model structures of the discrete-time model. The estimation method is, however, non-robust and can totally fail in some cases. The probability of failure depends on the used model structure, the input signal type and the signal-to-noise ratio. The estimation method can be made more robust by removing false non-minimum phase zeros, caused by the noise, in a certain way. It is usually better not to prewhite the data applied to the estimation method. For input (reference) signals of the form of steps, the Laguerre model structure seems to be an appropriate choice in open (closed) loop.
Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2002. , 45 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2467
Time-delay, Dead-time, Estimation, System identification, Laguerre, Linear dynamic system, Non-minimum phase zero, ANOVA, Confidence interval
IdentifiersURN: urn:nbn:se:liu:diva-55892ISRN: LiTH-ISY-R-2467OAI: oai:DiVA.org:liu-55892DiVA: diva2:316638