Time-delay estimation for SISO systems using SWσ

• Published in: ISA transactions Vol. 80; pp. 43 - 53
• Main Authors: Wang, Xuguang, Su, Jie, Zhang, Lifeng
• Format: Journal Article
• Language: English
• Published: United States Elsevier Ltd 01.09.2018
• Subjects: Copula; Dependence measure; SWσ; Time-delay estimation; Time-delay estimation; Dependence measure; Copula; SWσ
• ISSN: 0019-0578; 1879-2022
• DOI: 10.1016/j.isatra.2018.07.044

This paper addresses the time-delay estimation problem of SISO systems using uniformly sampled input-output data. A dependence measure known as Schweizer and Wolff's σ (SWσ) from the copula theory is employed to measure the dependence of the input-output data. The quantitative relation between the time-delay and SWσ is studied, and the time-delay is estimated given that the SWσ of the input-output data reaches its maximum value when the time-delay is removed. The major advantage of our work is that no other parameters of the system must be estimated before or during the time-delay estimation process. Experiments and comparisons are used to verify the feasibility and effectiveness of the proposed method. •Copula theory is firstly applied to the time-delay estimation problem.•An algorithm to estimate the time-delays for a system based on SWσ is proposed.•The dependence between the input and output of a SISO system is measured.•The conditions under which SWσ reaches its maximum are obtained.