• Aucun résultat trouvé

Least squares and output error identification algorithms for continuous time systems with unknown time delay operating in open or closed loop

N/A
N/A
Protected

Academic year: 2021

Partager "Least squares and output error identification algorithms for continuous time systems with unknown time delay operating in open or closed loop"

Copied!
7
0
0

Texte intégral

(1)

Any correspondence concerning this service should be sent to the repository administrator:

staff-oatao@inp-toulouse.fr

This is an author-deposited version published in:

http://oatao.univ-toulouse.fr/

Eprints ID: 7917

To cite this version:

Baysse, Arnaud and Carrillo, Francisco and Habbadi , Abdallah Least squares

and output error identification algorithms for continuous time systems with

unknown time delay operating in open or closed loop. (2012) In: Sysid 2012,

16th IFAC Symposium on System Identification, 11-13 July 2012, Brussels,

Belgium.

O

pen

A

rchive

T

oulouse

A

rchive

O

uverte (

OATAO

)

OATAO is an open access repository that collects the work of Toulouse researchers and

makes it freely available over the web where possible.

(2)

▲❡❛#$ #%✉❛'❡# ❛♥❞ ♦✉$♣✉$ ❡''♦' ✐❞❡♥$✐❢❝❛$✐♦♥

❛❧❣♦'✐$❤♠# ❢♦' ❝♦♥$✐♥✉♦✉# $✐♠❡ #②#$❡♠# ✇✐$❤

✉♥❦♥♦✇♥ $✐♠❡ ❞❡❧❛② ♦♣❡'❛$✐♥❣ ✐♥ ♦♣❡♥ ♦'

❝❧♦#❡❞ ❧♦♦♣

❆✳ ❇❛②%%❡✱ ❋✳ ❏✳ ❈❛++✐❧❧♦ ❛♥❞ ❆✳ ❍❛❜❜❛❞✐ ❯♥✐✈❡%&✐'( ❞❡ ❚♦✉❧♦✉&❡✱ ■◆1✴❊◆■❚✱ ▲●1✱ ✹✼ ❛✈✳ ❞✬❆③❡%❡✐① ✲ ❇1 ✶✻✷✾ ✲ ✻✺✵✶✻ ❚❛%❜❡& ❈❡❞❡① ❡✲♠❛✐❧✿ ❬❋%❛♥❝✐&❝♦✳❈❛%%✐❧❧♦✱ ❛%♥❛✉❞✳❜❛②&&❡✱ ❆❜❞❛❧❧❛❤✳❍❛❜❜❛❞✐❪❅❡♥✐'✳❢% ❆❜"#$❛❝#✿ ❚❤✐" ♣❛♣❡$ ♣$❡"❡♥#" #✇♦ ♦✛✲❧✐♥❡ ♦✉#♣✉# ❡$$♦$ ✐❞❡♥#✐✜❝❛#✐♦♥ ❛❧❣♦$✐#❤♠" ❢♦$ ❧✐♥❡❛$ ❝♦♥#✐♥✉♦✉"✲#✐♠❡ "②"#❡♠" ✇✐#❤ ✉♥❦♥♦✇♥ #✐♠❡ ❞❡❧❛② ❢$♦♠ "❛♠♣❧❡❞ ❞❛#❛✳ ❚❤❡ ♣$♦♣♦"❡❞ ♠❡#❤♦❞" ✭❢♦$ ♦♣❡♥ ❛♥❞ ❝❧♦"❡❞ ❧♦♦♣ "②"#❡♠"✮ ✉"❡ ❛ ◆♦♥❧✐♥❡❛$ ?$♦❣$❛♠♠✐♥❣ ❛❧❣♦$✐#❤♠ ❛♥❞ ♥❡❡❞" ❛♥ ✐♥✐#✐❛❧✐③❛#✐♦♥ "#❡♣ #❤❛# ✐" ❛❧"♦ ♣$♦♣♦"❡❞ ❢$♦♠ ❛ ♠♦❞✐✜❝❛#✐♦♥ ♦❢ #❤❡ ❨❛♥❣ ❛❧❣♦$✐#❤♠✳ ❙✐♠✉❧❛#✐♦♥"✱ ❛" ✐❧❧✉"#$❛#❡❞ ❜② ▼♦♥#❡✲❈❛$❧♦ $✉♥"✱ "❤♦✇ #❤❛# #❤❡ ♦❜#❛✐♥❡❞ ♣❛$❛♠❡#❡$" ❛$❡ ✉♥❜✐❛"❡❞ ❛♥❞ ✈❡$② ❛❝❝✉$❛#❡✳ ❑❡②✇♦%❞&✿ ✐❞❡♥#✐✜❝❛#✐♦♥ ♦❢ ❝♦♥#✐♥✉♦✉"✲#✐♠❡ "②"#❡♠" ✇✐#❤ #✐♠❡ ❞❡❧❛②✱ ❧❡❛"# "G✉❛$❡" ❛♥❞ ♦✉#♣✉# ❡$$♦$ ✐❞❡♥#✐✜❝❛#✐♦♥ ❛❧❣♦$✐#❤♠"✳ ❖♣❡♥✲❧♦♦♣ ❛♥❞ ❈❧♦"❡❞✲❧♦♦♣ ✐❞❡♥#✐✜❝❛#✐♦♥ ✶✳ ■◆❚❘❖❉❯❈❚■❖◆ ▼❛♥② ✐♥❞✉"#$✐❛❧ ♣$♦❝❡""❡" ♣♦""❡"" ❛ #✐♠❡ ❞❡❧❛②✱ "✉❝❤ ❛" ❝❤❡♠✐❝❛❧✱ #❤❡$♠❛❧ ♦$ ❜✐♦❧♦❣✐❝❛❧ "②"#❡♠"✳ ■# ✐" ✐♠♣♦$#❛♥# #♦ ✐❞❡♥#✐❢② #❤❡ ✈❛❧✉❡ ♦❢ #❤✐" ❞❡❧❛②✱ ✐♥ ♣❛$#✐❝✉❧❛$ ❢♦$ ❝♦♥#$♦❧✳ ❋♦$ ❡①❛♠♣❧❡✱ #❤❡ ❞❡"✐❣♥ ♦❢ ❛ ❙♠✐#❤ ♣$❡❞✐❝#♦$ ✐♠♣❧✐❡" ❛ ❣♦♦❞ ❦♥♦✇❧❡❞❣❡ ♦❢ #❤❡ #✐♠❡ ❞❡❧❛② ❜❡❝❛✉"❡ #❤✐" ✐♥❢♦$♠❛#✐♦♥ ✐" ❞✐$❡❝#❧② ✐♥❝❧✉❞❡❞ ✐♥ #❤❡ ❝♦♥#$♦❧❧❡$✳ ❚❤❡$❡ ❛$❡ "❡✈❡$❛❧ ♣❛♣❡$" ❝♦♣✐♥❣ ✇✐#❤ #❤❡ ✐❞❡♥#✐✜❝❛#✐♦♥ ♦❢ ♦♣❡♥ ❧♦♦♣ "②"#❡♠" ✇✐#❤ #✐♠❡ ❞❡❧❛②✳ ❆❧♠♦"# ❛❧❧ ❛$❡ ♣$♦♣♦"❡❞ #♦ ✐❞❡♥#✐❢② ✜$"# ❛♥❞ "❡❝♦♥❞ ♦$❞❡$ ❞❡❧❛②❡❞ "②"#❡♠" ❢$♦♠ "#❡♣ "✐❣♥❛❧"✳ ❆♠♦♥❣"# #❤❡ ❡①✐"#✐♥❣ ♠❡#❤♦❞"✱ ♠♦"# ♦❢ #❤❡♠ ✉"❡ ✐♥#❡❣$❛❧" #♦ ♦❜#❛✐♥ ❛ ♣❛$❛♠❡#❡$ ✈❡❝#♦$ #❤❛# ❝♦♥#❛✐♥" #❤❡ #✐♠❡ ❞❡❧❛②✳ ❚❤❡$❡ ❛$❡ ♦✛✲❧✐♥❡ ✭▲✐✉ ❡# ❛❧✳ ✭✷✵✵✼✮❀ ❍✇❛♥❣ ❛♥❞ ▲❛✐ ✭✷✵✵✹✮❀ ❲❛♥❣ ❡# ❛❧✳ ✭✷✵✵✶✮✮ ❛♥❞ ♦♥✲❧✐♥❡ ♠❡#❤♦❞" ✭❆❤♠❡❞ ❡# ❛❧✳ ✭✷✵✵✻✮❀ ●❛$♥✐❡$ ❛♥❞ ❲❛♥❣ ✭✷✵✵✽✱ ❝❤❛♣✳ ✶✶✮✮✳ ❚❤❡ ♣❛$❛♠❡#❡$" ❛$❡ #❤❡♥ ✐❞❡♥#✐✜❡❞ ✉"✐♥❣ ❧❡❛"#✲"G✉❛$❡"✱ ♦$ ✐♥"#$✉♠❡♥#❛❧ ✈❛$✐❛❜❧❡ ♠❡#❤♦❞"✳ ❖#❤❡$ ♠❡#❤♦❞" "❡♣❛$❛#❡ #❤❡ ♠♦❞❡❧ ✐♥ #✇♦ ❞✐✛❡$❡♥# ♣❛$#"✿ #❤❡ ✜$"# ♦♥❡ ❝♦♥#❛✐♥" #❤❡ ❧✐♥❡❛$ ♣❛$❛♠❡#❡$" ❛♥❞ #❤❡ "❡❝♦♥❞ ♦♥❡ #❤❡ ♥♦♥❧✐♥❡❛$ ♣❛$❛♠❡#❡$✱ ✐✳❡✳ #❤❡ #✐♠❡ ❞❡❧❛②✳ ❚❤❡$❡ ❛$❡ ❛❧"♦ ♠❡#❤♦❞" #❤❛# ✉"❡ ♥♦♥❧✐♥❡❛$ ♣$♦❣$❛♠♠✐♥❣ ✭◆▲?✮ #♦ ❡"#✐♠❛#❡ #❤❡ ♥♦♥❧✐♥❡❛$ ♣❛$❛♠❡#❡$✳ ❆♠♦♥❣"# #❤❡"❡✱ ❨❛♥❣ ❡' ❛❧✳ ✭❨❛♥❣ ❡# ❛❧✳ ✭✷✵✵✼✮❀ ●❛$♥✐❡$ ❛♥❞ ❲❛♥❣ ✭✷✵✵✽✱ ❝❤❛♣✳ ✶✷✮✮✱ ♣$♦♣♦"❡❞ ❛♥ ✐♥#❡$❡"#✐♥❣ ♠❡#❤♦❞ ✇❤✐❝❤ ♣❡$♠✐#" #♦ ✐❞❡♥#✐❢② ♠✉❧#✐♣❧❡ ✐♥♣✉# "✐♥❣❧❡ ♦✉#♣✉# ✭▼■❙❖✮ "②"#❡♠" ✇✐#❤ ❧✐##❧❡ ♣$✐♦$ ❦♥♦✇❧❡❞❣❡✱ ✉"✐♥❣ #❤❡ ❧❡❛"#✲"G✉❛$❡"✱ #❤✐" ❛❧❣♦$✐#❤♠ ✇✐❧❧ ❜❡ ❛❞❛♣#❡❞ ❛♥❞ ✉"❡❞ ❢♦$ ✐♥✐#✐❛❧✐③❛#✐♦♥ ♦❢ #❤❡ ♥❡✇ ♦✉#♣✉# ❡$$♦$ ✐❞❡♥#✐✜❝❛#✐♦♥ ❛❧❣♦$✐#❤♠" ✭❢♦$ ♦♣❡♥ ❛♥❞ ❝❧♦"❡❞✲❧♦♦♣ "②"#❡♠"✮✳ ❚❤✐" ♣❛♣❡$✱ ♣$♦♣♦"❡ #✇♦ ❛❧❣♦$✐#❤♠" ✇❤✐❝❤ ♣❡$♠✐# #❤❡ ✐❞❡♥#✐✜❝❛#✐♦♥ ♦❢ ❛❧❧ #❤❡ ♣❛$❛♠❡#❡$" ♦❢ ❛ ❧✐♥❡❛$ ❝♦♥#✐♥✉♦✉"✲ #✐♠❡ "②"#❡♠ ✇✐#❤ ✉♥❦♥♦✇♥ #✐♠❡ ❞❡❧❛②✳ ❚❤❡② ❝❛♥ ❜❡ ❝♦♥"✐❞❡$❡❞ ❛" ❡①#❡♥"✐♦♥" ♦❢ #❤❡ "❡♥"✐#✐✈✐#② ❜❛"❡❞ ✐❞❡♥#✐✲ ✜❝❛#✐♦♥ ❛❧❣♦$✐#❤♠ ♣$❡✈✐♦✉"❧② ♣$♦♣♦"❡❞ ✐♥ ✭❈❛$$✐❧❧♦ ❡# ❛❧✳ ✭✷✵✵✾✮✮✳ ❚❤❡"❡ ❛❧❣♦$✐#❤♠" ❛$❡ ❜♦#❤ ❜❛"❡❞ ♦♥ #❤❡ ♦✉#♣✉# ❡$$♦$ ♠❡#❤♦❞ ❛♥❞ ❝❛♥ ✐❞❡♥#✐❢② ❛ ❧✐♥❡❛$ "#❛❜❧❡ "②"#❡♠ ♦❢ ❛♥② ♦$❞❡$ ✇✐#❤ #✐♠❡ ❞❡❧❛② ✐♥ ❛ ✈❡$② ❛❝❝✉$❛#❡ ♠❛♥♥❡$✳ ❚❤❡ ✜$"# ❛❧❣♦$✐#❤♠ ✇❛" ♣$❡✈✐♦✉"❧② ♣$❡"❡♥#❡❞ ✐♥ ❛♥ ♦♣❡♥ ❧♦♦♣ ❢♦$♠ ✐♥ ✭❇❛②""❡ ❡# ❛❧✳ ✭✷✵✶✶✮✮ ❛♥❞ ✐# ✇✐❧❧ ❜❡ ❝❛❧❧❡❞ ❈♦♥#✐♥✉♦✉"✲ ❚✐♠❡ ❖✉#♣✉# ❊$$♦$ ❈❚❖❊ ❛❧❣♦$✐#❤♠✳ ❚❤❡ "❡❝♦♥❞ ♣$♦✲ ♣♦"❡❞ ❛❧❣♦$✐#❤♠ ✇✐❧❧ ❜❡ ✉"❡❢✉❧ ❢♦$ #❤❡ ❝❛"❡ ♦❢ ❝❧♦"❡❞ ❧♦♦♣ "②"#❡♠" ❛♥❞ ✐# ✇✐❧❧ ❜❡ ❝❛❧❧❡❞ ❈♦♥#✐♥✉♦✉"✲❚✐♠❡ ❈❧♦"❡❞✲ ▲♦♦♣ ❖✉#♣✉# ❊$$♦$ ❈❚❈▲❖❊ ❛❧❣♦$✐#❤♠✳ ❚❤❡ ♣❛♣❡$ ✐" ♦$❣❛♥✐③❡❞ ❛" ❢♦❧❧♦✇"✳ ■♥ #❤❡ "❡❝♦♥❞ "❡❝#✐♦♥ #❤❡ ♣$♦❝❡"" ❛♥❞ ♠♦❞❡❧ ❞❡"❝$✐♣#✐♦♥ ❛$❡ ♣$❡"❡♥#❡❞✳ ❚❤❡♥✱ #❤❡ ♥❡✇ ♦✉#♣✉# ❡$$♦$ ♠❡#❤♦❞" ❛$❡ ❞❡#❛✐❧❡❞ ✐♥ #❤❡ #❤✐$❞ "❡❝#✐♦♥ ❢♦$ ♦♣❡♥ ❛♥❞ ❝❧♦"❡❞ ❧♦♦♣ "②"#❡♠"✳ ❙❡❝#✐♦♥ ❢♦✉$ ❞❡"❝$✐❜❡" ❛ ❧❡❛"# "G✉❛$❡" ❛❧❣♦$✐#❤♠ #❤❛# ✇✐❧❧ ❜❡ ✉"❡❞ ❢♦$ ✐♥✐#✐❛❧✐③❛#✐♦♥✳ ❙✐♠✉❧❛#✐♦♥ $❡"✉❧#" ❢♦$ ♦♣❡♥ ❛♥❞ ❝❧♦"❡❞✲❧♦♦♣ "②"#❡♠" ❛$❡ ❞❡"❝$✐❜❡❞ ✐♥ "❡❝#✐♦♥ ✺✳ ❋✐♥❛❧❧②✱ "♦♠❡ ❝♦♥❝❧✉"✐♦♥" ❛$❡ ♣$❡"❡♥#❡❞ ✐♥ "❡❝#✐♦♥ ✻✳ ✷✳ ?❘❖❈❊❙❙ ❆◆❉ ▼❖❉❊▲ ❉❊❙❈❘■?❚■❖◆ ❲❤❡♥ ✉"✐♥❣ "❛♠♣❧❡❞ ❞❛#❛✱ #❤❡ "②"#❡♠ ✇✐#❤ ✐♥♣✉# u(tk) ❛♥❞ ♦✉#♣✉# y(tk)❝❛♥ ❜❡ $❡♣$❡"❡♥#❡❞ ❜② ✭"❡❡ ●❛$♥✐❡$ ❛♥❞ ❲❛♥❣ ✭✷✵✵✽✮✮✿ y(tk) = B(p) A(p)e −Tdpu(t k) + w(tk) ✭✶✮ ✇❤❡$❡ w(tk)✐" ❛""✉♠❡❞ #♦ ❜❡ ❛ ●❛✉""✐❛♥ ✇❤✐#❡ ♥♦✐"❡✱ p ✐" #❤❡ ❞❡$✐✈❛#✐✈❡ ♦♣❡$❛#♦$ p = d dt✱ Td ✐" #❤❡ #✐♠❡ ❞❡❧❛② ❛♥❞ e−Tdp ❤❛" #♦ ❜❡ ✉♥❞❡$"#♦♦❞ ❛"✿ e−Tdpu(t) = u(t − Td) ✭✷✮ A(p) ❛♥❞ B(p) ❛$❡ ♣♦❧②♥♦♠✐❛❧" ✇✐#❤ #❤❡ ❢♦❧❧♦✇✐♥❣ "#$✉❝✲ #✉$❡✿

(3)

A(p) = 1 + a1p+ · · · + anpn ✭✸✮

B(p) = b0+ b1p+ · · · + bmpm; m < n ✭✹✮

y(tk)✐% &❤❡ ❛♠♣❧✐&✉❞❡ ♦❢ &❤❡ ❝♦♥&✐♥✉♦✉%✲&✐♠❡ %✐❣♥❛❧ y(t) ❛&

&✐♠❡ tk = kTs✱ ✇✐&❤ Ts &❤❡ %❛♠♣❧✐♥❣ ♣❡7✐♦❞✳ ❋♦7 &❤❡ 7❡%&

♦❢ &❤❡ ♣7❡%❡♥&❛&✐♦♥✱ &❤❡ %✐❣♥❛❧% ❛7❡ ✇7✐&&❡♥ ❛% ❛ ❢✉♥❝&✐♦♥ ♦❢ &❤❡ &✐♠❡ (t)✳ ❋♦7 ✐♠♣❧❡♠❡♥&❛&✐♦♥ ♣✉7♣♦%❡✱ &❤❡② ❤❛✈❡ &♦ ❜❡ ❝♦♥%✐❞❡7❡❞ ❛& %❛♠♣❧✐♥❣ ✐♥&❡7✈❛❧%✳

✷✳✶ ❖♣❡♥ ❧♦♦♣ )②)+❡♠

▲❡& ✉% ❞❡♥♦&❡ by(t) &❤❡ ❡%&✐♠❛&❡❞ ♦✉&♣✉& ♦❢ &❤❡ ♠♦❞❡❧✱ ❞❡✜♥❡❞ ❛%✿ b y(t) =B(p)b b A(p)e −Tdpb u(t) ✭✺✮

❲❤❡7❡ bTd ✐% &❤❡ ❡%&✐♠❛&❡❞ &✐♠❡ ❞❡❧❛② ❀ bA(p)❛♥❞ bB(p)❛7❡

♣♦❧②♥♦♠✐❛❧% ♦❢ ❡%&✐♠❛&❡❞ ♣❛7❛♠❡&❡7%✳ ❚❤❡ ♦✉&♣✉& ❝❛♥ ❜❡ ❡①♣7❡%%❡❞ ✐♥ ❛ 7❡❣7❡%%♦7 ❢♦7♠ ❛% ✐& ✇❛% %❤♦✇♥ ✐♥ ❇❛②%%❡ ❡& ❛❧✳ ✭✷✵✶✶✮✳

❚❤❡ ♣7♦♣♦%❡❞ ❛♣♣7♦❛❝❤ ✐❞❡♥&✐✜❡% ❛& &❤❡ %❛♠❡ &✐♠❡ &❤❡ ♣❛7❛♠❡&❡7% bθ ❛♥❞ &❤❡ ♣❛7❛♠❡&❡7 bTd✳ ❚❤✉%✱ ❛ ✈❡❝&♦7 bΘ

✇❤✐❝❤ ❝♦♥&❛✐♥% ❛❧❧ &❤❡ ♣❛7❛♠❡&❡7% ✐% ❞❡✜♥❡❞ ❛% bΘT =

b θT Tb d  ✳ ✷✳✷ ❈❧♦)❡❞✲❧♦♦♣ )②)+❡♠

■❢ &❤❡ ♣7♦❝❡%% ✐% ♦♣❡7❛&✐♥❣ ✐♥ ❝❧♦%❡❞ ❧♦♦♣✱ ✇✐&❤ ❛ ❝♦♥&7♦❧❧❡7 C(p)❞❡✜♥❡❞ ❛%✿

u(t) = C(p) [r(t) − y(t)] ; ✭✻✮ C(p) =R(p)

S(p) ✭✼✮

✇❤❡7❡ r(t) ✐% &❤❡ 7❡❢❡7❡♥❝❡ %✐❣♥❛❧✳

❯%✐♥❣ &❤❡ ♦✉&♣✉& ❡77♦7 ❛♣♣7♦❛❝❤✱ &❤❡ ❡%&✐♠❛&❡❞ ♦✉&♣✉& ♦❢ &❤❡ ♠♦❞❡❧ by(t)✱ ✐% ❞❡✜♥❡❞ ❛%✿ b y(t) =B(p)b b A(p)e −Tdpb b u(t) ✭✽✮ b u(t) = C(p) [r(t) − by(t)] ✭✾✮ ❚❤❡ ♦✉&♣✉& ❝❛♥ ❜❡ ❡①♣7❡%%❡❞ ✐♥ ❛ 7❡❣7❡%%♦7 ❢♦7♠✿ b y(t) = −ba1by(1)(t) − · · · − banyb(n)(t) +bb0ub(t − bTd) + · · · + bbmub(m)(t − bTd) b y(t) = bθTφ(t)b ✭✶✵✮ ✇✐&❤✿ b θT =ba1 · · · ban bb0 · · · bbm  , ✭✶✶✮ b φT(t) = −by(1)(t) · · · −by(n)(t) b u(t − bTd) · · · ˆu(m)(t − bTd)  ✭✶✷✮ ✇❤❡7❡ bu(m)(t) = pmu(t)b ❛♥❞ by(n)(t) = pnby(t)✳ ✸✳ ❚❍❊ ❖❋❋✲▲■◆❊ ❖❯❚S❯❚ ❊❘❘❖❘ ▼❊❚❍❖❉ ❚❤❡ W✉❛❞7❛&✐❝ ❝7✐&❡7✐♦♥ &♦ ❜❡ ♠✐♥✐♠✐③❡❞ ❢7♦♠ N %❛♠♣❧❡❞ ❞❛&❛ ✐%✿ J = N X k=1 (y(tk) − by(tk))2= N X k=1 ε2(tk) ✭✶✸✮

❙✐♥❝❡ &❤✐% ❝7✐&❡7✐♦♥ ✐% ♥♦♥❧✐♥❡❛7 ✐♥ &❤❡ ♣❛7❛♠❡&❡7%✱ ♦♥❡ ♠✉%& ✉%❡ ❛ ◆♦♥▲✐♥❡❛7 S7♦❣7❛♠♠✐♥❣ ✭◆▲S✮ ♠❡&❤♦❞✳ ❚❤❡%❡ ♠❡&❤♦❞% ❛7❡ ❜❛%❡❞ ♦♥ ❛♥ ✐&❡7❛&✐✈❡ ❛♣♣7♦❛❝❤ &♦ ❝♦♥✲ ✈❡7❣❡✳ ❆& &❤❡ ✐&❡7❛&✐♦♥ j + 1✱ &❤❡ ♣❛7❛♠❡&❡7% ❛7❡ ✉♣❞❛&❡❞ ✉%✐♥❣✿

b

Θj+1= bΘj+ ∆ bΘj ✭✶✹✮

✇❤❡7❡ ∆bΘj ✐% &❤❡ ✐♥❝7❡♠❡♥& ♦❢ &❤❡ ♣❛7❛♠❡&❡7% bΘj✳ ❚❤❡

&❤7❡❡ ◆▲S ♠❡&❤♦❞% ♠♦%& ✉%❡❞ ❛7❡ &❤❡ ❣7❛❞✐❡♥& ♠❡&❤♦❞✱ &❤❡ ●❛✉%%✲◆❡✇&♦♥ ♠❡&❤♦❞✱ ❛♥❞ &❤❡ ▲❡✈❡♥❜❡7❣✲▼❛7W✉❛7❞& ♠❡&❤♦❞✱ ✇❤❡7❡ &❤❡ ✐♥❝7❡♠❡♥& ✐% 7❡%♣❡❝&✐✈❡❧② ❞❡%❝7✐❜❡❞ ❛%✿

∆ bΘj= −µJ ′ ( bΘj) ✭✶✺✮ ∆ bΘj= −µ h J′′( bΘj)i−1J( bΘj) ✭✶✻✮ ∆ bΘj= − h J′′( bΘj) + µ❞✐❛❣J′′( bΘj)i −1 J′( bΘj)✭✶✼✮ ✇❤❡7❡ J′

( bΘj) ❛♥❞ J′′( bΘj) ❛7❡ 7❡%♣❡❝&✐✈❡❧② &❤❡ ❣7❛❞✐❡♥& ❛♥❞ &❤❡ ❍❡%%✐❛♥✱ µ ✐% ❛ ♣❛7❛♠❡&❡7 ✇❤✐❝❤ ♣❡7♠✐&% &❤❡ &✉♥✐♥❣ ♦❢ &❤❡ ❛❧❣♦7✐&❤♠%✳ ❚❤❡ ❧❛&&❡7 ❛❧❣♦7✐&❤♠ ✭✶✼✮ ✐% &❤❡ ♠♦%& ♣❡7❢♦7♠❛♥& ❞✉❡ &♦ ✐&% &✉♥✐♥❣ ♣❛7❛♠❡&❡7 µ✳ ❋♦7 ❤✐❣❤ µ ✈❛❧✉❡% &❤❡ ❛❧❣♦7✐&❤♠ ✐% ❝❧♦%❡ &♦ &❤❡ ❣7❛❞✐❡♥& ♠❡&❤♦❞✱ ❢♦7 ❧♦✇ µ ✈❛❧✉❡% &❤❡ ❛❧❣♦7✐&❤♠ ✐% ❝❧♦%❡ &♦ &❤❡ ●❛✉%%✲◆❡✇&♦♥ ♠❡&❤♦❞✳ ❚❤❡ ❣7❛❞✐❡♥& ❛♥❞ &❤❡ ❍❡%%✐❛♥ ❛7❡ ❝♦♠♣✉&❡❞ ✉%✐♥❣ &❤❡ %❡♥%✐&✐✈✐&② ❢✉♥❝&✐♦♥%✳ ❉❡♥♦&✐♥❣ σbθ(t) =

∂by(t) ∂bθ &❤❡

♦✉&♣✉& %❡♥%✐&✐✈✐&② ❢✉♥❝&✐♦♥ ✇✳7✳&✳ bθ✱ ❛♥❞ σbTd(t) = ∂by(t)

∂Tdb

&❤❡ ♦✉&♣✉& %❡♥%✐&✐✈✐&② ❢✉♥❝&✐♦♥ ✇✳7✳&✳ bTd✱ &❤❡ %❡♥%✐&✐✈✐&②

✈❡❝&♦7 σ (t) ✐% ✇7✐&&❡♥ ✐♥ &❤❡ ❢♦❧❧♦✇✐♥❣ ❢♦7♠✿ σT(t) =hσT b θ (t) σbTd(t) i ✭✶✽✮ =σba1(t) · · · σban(t) σbb0(t) · · · σbbm(t) σbTd(t) 

❚❤❡ ❣7❛❞✐❡♥& ❛♥❞ &❤❡ ❍❡%%✐❛♥✱ ✇✐&❤ &❤❡ ●❛✉%%✲◆❡✇&♦♥ ❛♣♣7♦①✐♠❛&✐♦♥✱ ❛7❡ &❤❡♥ 7❡%♣❡❝&✐✈❡❧② ❣✐✈❡♥ ❜②✿

J′( bΘ) = −2 N X k=1 ε(tk) σ (tk) ✭✶✾✮ J′′( bΘ) ≃ 2 N X k=1 σ(tk) σT(tk) ✭✷✵✮ ✸✳✶ ❙❡♥)✐+✐✈✐+② ❢✉♥❝+✐♦♥) ❝♦♠♣✉+❛+✐♦♥ ❖♣❡♥ ❧♦♦♣ )②)+❡♠ ❚❤❡ ❢♦❧❧♦✇✐♥❣ ❝♦♠♣✉&❛&✐♦♥% ❢♦7 ❛♥ ♦♣❡♥ ❧♦♦♣ %②%&❡♠ ✇❡7❡ ❞❡✈❡❧♦♣❡❞ ✐♥ ❛ ♣7❡✈✐♦✉% ♣❛♣❡7 ✭❇❛②%%❡ ❡& ❛❧✳ ✭✷✵✶✶✮✮✳ ❖♥❧② &❤❡ ♠❛✐♥ 7❡%✉❧&% ❛7❡ ♣7❡%❡♥&❡❞ ❤❡7❡✳

(4)

❚❤❡ #❡♥#✐&✐✈✐&✐❡# ♦❢ ❛ ♥✉♠❡-❛&♦- ♣❛-❛♠❡&❡- bbi ❛♥❞ ♦❢ ❛

❞❡♥♦♠✐♥❛&♦- ♣❛-❛♠❡&❡- bai ❛-❡ -❡#♣❡❝&✐✈❡❧② ❝♦♠♣✉&❡❞ ✐♥

&❤❡ ❢♦❧❧♦✇✐♥❣ ✇❛②✿ σbbi(t) = pi b A(p)e −Tdpb u (t) ; σbai(t) = −pi b A(p)y(t)b ✭✷✶✮ ◆♦&✐❝❡ &❤❛& &❤❡ #❡♥#✐&✐✈✐&② ❢✉♥❝&✐♦♥# σT

b θ (t)❝❛♥ ❜❡ ✇-✐&&❡♥ ✐♥ ❝♦♠♣❛❝& ♥♦&❛&✐♦♥✿ σT b θ (t) = 1 b A(p)φ(t, cb Td)✳ ❙♦ &❤❡ #❡♥#✐&✐✈✐&② ❢✉♥❝&✐♦♥# σT b θ (t)✐# &❤❡ -❡❣-❡##✐♦♥ ✈❡❝&♦- bφ(t, cTd) ✜❧&❡-❡❞ ❜② 1 b

A(p)✳ ❚❤✐# ✐♠♣❧✐❝✐& ✜❧&❡-✐♥❣ ❣✐✈❡# ❛♥ ♦♣&✐♠❛❧

❡#&✐♠❛&❡ ❛# #❤♦✇♥ ✐♥ ●❛-♥✐❡- ❛♥❞ ❲❛♥❣ ✭✷✵✵✽✮✱ ✇❤❡♥ b

A(p) ⋍ A(p)✳

❚❤❡ #❡♥#✐&✐✈✐&② ♦❢ &❤❡ #✐♠✉❧❛&❡❞ ♦✉&♣✉& ✇✐&❤ -❡#♣❡❝& &♦ &❤❡ &✐♠❡ ❞❡❧❛② bTd ✐# ❝♦♠♣✉&❡❞ ✐♥ &❤❡ ❢♦❧❧♦✇✐♥❣ ♠❛♥♥❡-✿

σbTd(t) = ∂by(t) ∂ bTd =−p bB(p) b A(p) e −Tdpb u (t) = −pby(t) ✭✷✷✮ ■& ♠✉#& ❜❡ ♥♦&❡❞ &❤❛& &❤❡ #❡♥#✐&✐✈✐&② ❢✉♥❝&✐♦♥ σbTd ✐#

-❡❛❧✐③❛❜❧❡ ♦♥❧② ✐❢ m < n✳ ❈❧♦#❡❞✲❧♦♦♣ #②#)❡♠

■♥ &❤✐# ❝❛#❡ &❤❡ #❡♥#✐&✐✈✐&② ❢✉♥❝&✐♦♥ ♦❢ &❤❡ ❡#&✐♠❛&❡❞ ♦✉&♣✉& ✇✐&❤ -❡#♣❡❝& ♦❢ ♣❛-❛♠❡&❡- ♦❢ &❤❡ ♥✉♠❡-❛&♦- ✐# ❣✐✈❡♥ ❜② σbbi(t) = ∂y(t)b ∂bbi = ∂ ∂bbi " b B(p)e−Tdpb b A(p) bu(t) # ✭✷✸✮ ❯#✐♥❣ ✭✾✮✱ ✐& ❝❛♥ ❜❡ ✈❡-✐✜❡❞ ❛# ✐♥ ❈❛--✐❧❧♦ ❡& ❛❧✳ ✭✷✵✵✾✮ &❤❛&✿ σbbi(t) = S(p)e−Tdpb pi b

A(p)S(p) + bB(p)R(p)e−Tdpb u(t)b

σbbi(t) = S(p)e−Tdpb pi b Pd(p) b u(t); ✭✷✹✮ b Pd(p) = bA(p)S(p) + bB(p)R(p)e−Tdpb ✭✷✺✮

❚❤❡ #❡♥#✐&✐✈✐&② ❢✉♥❝&✐♦♥ ✇✐&❤ -❡#♣❡❝& &♦ ❛ ♣❛-❛♠❡&❡- ♦❢ &❤❡ ❞❡♥♦♠✐♥❛&♦- ✐# ❝❛❧❝✉❧❛&❡❞ ✐♥ &❤❡ ❢♦❧❧♦✇✐♥❣ ♠❛♥♥❡-✿

σbai(t) = ∂by(t) ∂bai = ∂ ∂bai " b B(p)e−Tdpb b A(p) u(t)b # ✭✷✻✮ ❚❤❡♥✱ ✇✐&❤ ✭✾✮ &❤❡ ❢♦❧❧♦✇✐♥❣ -❡#✉❧& ✐# ♦❜&❛✐♥❡❞✿

σbai(t) =

−S(p)pi b

A(p)S(p) + bB(p)R(p)e−Tdpb y(t)b

σbai(t) = −S(p)pi b Pd(p) b y(t) ✭✷✼✮ ❲✐&❤ bPd(p)❣✐✈❡♥ ❜② ✭✷✺✮✳

❚❤❡ #❡♥#✐&✐✈✐&② ❢✉♥❝&✐♦♥# σbθ❝❛♥ ❜❡ ✇-✐&&❡♥ ✐♥ &❤❡ ❝♦♠♣❛❝&

♥♦&❛&✐♦♥✿ σbθ(t) = S(p) b Pd(p) b φ(t) ✭✷✽✮

❙♦ &❤❡ #❡♥#✐&✐✈✐&② ❢✉♥❝&✐♦♥ ❝❛♥ ❜❡ #❡❡♥ ❛# ❛ ✜❧&❡-✐♥❣ ✭❜②

S

b

P✮ ♦❢ &❤❡ -❡❣-❡##✐♦♥ ✈❡❝&♦-✳ ❚❤✐# ✐♠♣❧✐❝✐& ✜❧&❡-✐♥❣ ✐# &❤❡

#❛♠❡ &❤❛& ▲❛♥❞❛✉ ▲❛♥❞❛✉ ❛♥❞ ❑❛-✐♠✐ ✭✶✾✾✼✮ ♦❜&❛✐♥❡❞ ✐♥ &❤❡ ❞✐#❝-❡&❡✲&✐♠❡ ❝❛#❡ ❢♦- &❤❡ ❋✲❈▲❖❊ ❛❧❣♦-✐&❤♠ ✇❤✐❝❤ ✐# ✇❡❧❧ ❦♥♦✇♥ &♦ ❤❛✈❡ ❡①❝❡❧❧❡♥& ❝♦♥✈❡-❣❡♥❝❡ ♣-♦♣❡-&✐❡#✳ ❋✐♥❛❧❧②✱ &❤❡ ♦✉&♣✉& #❡♥#✐&✐✈✐&② ❢✉♥❝&✐♦♥ ✇✐&❤ -❡#♣❡❝& &♦ &❤❡ &✐♠❡ ❞❡❧❛② ✐# ❝♦♠♣✉&❡❞ ❜②✿ σbTd(t) = ∂by(t) ∂ bTd = ∂ ∂ bTd " b B(p) b A(p)e −Tdpb b u(t) # ✭✷✾✮ ❯#✐♥❣ ✭✾✮✱ &❤✐# ❣✐✈❡#✿ σbTd(t) = −p bB(p)S(p) b Pd(p) e−Tdpb u(t)b ✭✸✵✮ ❲✐&❤ bPd(p)❣✐✈❡♥ ❜② ✭✷✺✮✳

❇❡❝❛✉#❡ &❤❡ &✐♠❡ ❞❡❧❛② ✐# ❝♦♥&❛✐♥❡❞ ✐♥ &❤❡ ❞❡♥♦♠✐♥❛&♦-♦❢ ❛❧❧ &❤❡ #❡♥#✐&✐✈✐&✐❡# ❢✉♥❝&✐♦♥# ✭✷✹✮✱ ✭✷✼✮✱ ✭✸✵✮ ✐& ✐# ♥♦& ♦❜✈✐♦✉# ❤♦✇ &❤❡② ❝❛♥ ❜❡ ✐♠♣❧❡♠❡♥&❡❞✳ ❚♦ ❝♦♣❡ ✇✐&❤✱ &❤❡ &❤-❡❡ ✐♠♣❧❡♠❡♥&❛❜❧❡ #&-✉❝&✉-❡# #❤♦✇♥ ✐♥ &❤❡ ✜❣✉-❡ ✶ ❛-❡ ♣-♦♣♦#❡❞✳ ❋♦- ❡①❛♠♣❧❡✱ ✐& ❝❛♥ ❜❡ ❡❛#✐❧② ✈❡-✐✜❡❞ ✭❢-♦♠ #&❛♥❞❛-❞ ♣-♦♣❡-&✐❡# ♦❢ &❤❡ ✜-#& ♣-♦♣♦#❡❞ ❝❧♦#❡❞✲❧♦♦♣ #&-✉❝&✉-❡✮ &❤❛&✿ σbbi(t) = pi b A(p) 1 1 + bB(p) b A(p) R(p) S(p)e−Tdpb e−Tdpb = p iS(p) b A(p)S(p) + bB(p)R(p)e−Tdpb e −Tdpb ✭✸✶✮ σbbi(t) = piS(p) b Pd(p) e−Tdpb ✭✸✷✮ ❚❤✐# ✇✐❧❧ ❜❡ ❛❧#♦ &❤❡ ❝❛#❡ ❢♦- ❛❧❧ &❤❡ ♦&❤❡-# #❡♥#✐&✐✈✐&✐❡# ❢✉♥❝&✐♦♥#✳

(5)

✸✳✷ ❆❧❣♦'✐)❤♠ ❞❡.❝'✐♣)✐♦♥ ♦❢ )❤❡ ♣'♦♣♦.❡❞ ❈❚❖❊ ❛♥❞ ❈❚❈▲❖❊ ♠❡)❤♦❞. ❚❤❡ ❛❧❣♦'✐)❤♠ ✐+ )❤❡ +❛♠❡ ❢♦' )❤❡ ♦♣❡♥ ❧♦♦♣ ♦' ❝❧♦+❡❞ ❧♦♦♣ +②+)❡♠✳ ❋♦' )❤❡ ♦♣❡♥ ❧♦♦♣ +②+)❡♠✱ )❤❡ ❛❧❣♦'✐)❤♠ ✇❛+ ♣'❡✈✐♦✉+❧② ♣'❡+❡♥)❡❞ ✐♥ ❇❛②++❡ ❡) ❛❧✳ ✭✷✵✶✶✮✳ ❍❡'❡ )❤❡ ❛❧❣♦'✐)❤♠ ✐+ ♣'❡+❡♥)❡❞ ❢♦' )❤❡ ❝❧♦+❡❞ ❧♦♦♣ +②+)❡♠✳ ✭✶✮ ▲❡) ❥❂✵✳ ❯+❡ ❛♥ ✐♥✐)✐❛❧ ✈❛❧✉❡ ♦❢ bΘ0✱ µ0❛♥❞ J0✳ ✭✷✮ ❙✐♠✉❧❛)❡ )❤❡ ♠♦❞❡❧ ✉+✐♥❣ ✭✽✮ )♦ ♦❜)❛✐♥ by(t)✳ ✭✸✮ ❈♦♠♣✉)❡ )❤❡ +❡♥+✐)✐✈✐)② ❢✉♥❝)✐♦♥ σT(t k) ✉+✐♥❣ ✭✷✹✮✱ ✭✷✼✮ ❛♥❞ ✭✸✵✮✳ ✭✹✮ ❈♦♠♣✉)❡ )❤❡ ❣'❛❞✐❡♥) ❛♥❞ )❤❡ ❍❡++✐❛♥ ✇✐)❤ ✭✶✾✮ ❛♥❞ ✭✷✵✮✳ ✭✺✮ L❡'❢♦'♠ )❤❡ ❢♦❧❧♦✇✐♥❣✿ ❈♦♠♣✉)❡ b Θj+1= bΘj− h J′′( bΘj) + µ❞✐❛❣J′′( bΘj)i −1 J′( bΘj)✳ ✭❛✮ ❙✐♠✉❧❛)❡ )❤❡ ♠♦❞❡❧ ✭✽✮ )♦ ♦❜)❛✐♥ )❤❡ ♥❡✇ ❡+)✐✲ ♠❛)❡❞ ♦✉)♣✉) by(t)✳ ✭❜✮ ❈♦♠♣✉)❡ J( bΘj+1) = N P k=1 (y (tk) − by(tk))2✳ ✭❝✮ ❈❤❡❝❦ ✐❢ J( bΘj+1) 6 J( bΘj)✳ ■❢ ♥♦)✱ ❞♦ µj+1 = 10µj ❛♥❞ ❣♦ ❜❛❝❦ )♦ ✭❛✮✳ ✭❞✮ ❉♦ µj+1=14µj✳ ✭✻✮ ❚❡'♠✐♥❛)❡ )❤❡ ❛❧❣♦'✐)❤♠ ✐❢ )❤❡ ❝♦♥✈❡'❣❡♥❝❡ ❝♦♥❞✐)✐♦♥ ✐+ +❛)✐+✜❡❞✳ ❖)❤❡'✇✐+❡✱ ❧❡) j = j + 1 ❛♥❞ ❣♦ ❜❛❝❦ )♦ +)❡♣ ✷✳ ✹✳ ▲❊❆❙❚ ❙◗❯❆❘❊❙ ❆▲●❖❘■❚❍▼ ❯❙❊❉ ❋❖❘ ■◆■❚■❆▲■❩❆❚■❖◆ ❚❤❡ ♣'♦♣♦+❡❞ ♦✉)♣✉) ❡''♦' ♠❡)❤♦❞ ♥❡❡❞+ ❛♥ ✐♥✐)✐❛❧✐③❛)✐♦♥ +)❡♣ ❢♦' )❤❡ ❡+)✐♠❛)❡❞ ♠♦❞❡❧ ✭✺✮ ♦' ✭✽✮✳ ❚❤✐+ )❛+❦ ❝❛♥ ❜❡ ❞♦♥❡ ❜② ❛♥ ❛❞❛♣)❛)✐♦♥ ♦❢ )❤❡ ♠❡)❤♦❞ ♣'♦♣♦+❡❞ ❜② ❨❛♥❣ ❡) ❛❧✳ ✭✷✵✵✼✮✳ ❚❤✐+ ♠❡)❤♦❞✱ ❜❛+❡❞ ♦♥ )❤❡ +❡♣❛'❛❜❧❡ ❧❡❛+)✲ +_✉❛'❡+ ♠❡)❤♦❞✱ ✐❞❡♥)✐❢② ✜'+)❧② )❤❡ ♥♦♥❧✐♥❡❛' ♣❛'❛♠❡)❡' ✇✐)❤ ❛ ◆▲L ❛❧❣♦'✐)❤♠✱ ❛♥❞ )❤❡♥ )❤❡ ❧✐♥❡❛' ♣❛'❛♠❡)❡'+ ✇✐)❤ )❤❡ ❝❧❛++✐❝❛❧ ❧✐♥❡❛' ❧❡❛+)✲+_✉❛'❡+ ❛❧❣♦'✐)❤♠✳ ❚❤✐+ ❛❧❣♦✲ '✐)❤♠ ✐+ ❝❛❧❧❡❞ ●❙❊L◆▲❙ ❢♦' ●❧♦❜❛❧ ❙❡♣❛'❛❜❧❡ ◆♦♥❧✐♥❡❛' ▲❡❛+)✲❙_✉❛'❡+✳ ❚❤❡ ♥♦♥❧✐♥❡❛' ♣❛'❛♠❡)❡'✱ ✐✳❡✳ )❤❡ )✐♠❡ ❞❡❧❛②✱ ✐+ ✐❞❡♥)✐✜❡❞ ✉+✐♥❣ ❛ ●❛✉++ ◆❡✇)♦♥ ❛❧❣♦'✐)❤♠✳ ■) ✐+ ✇❡❧❧✲❦♥♦✇♥ )❤❛) )❤✐+ ◆▲L ❛❧❣♦'✐)❤♠ ❝❛♥ ♦♥❧② ✐♥+✉'❡+ ❧♦❝❛❧ ❝♦♥✈❡'❣❡♥❝❡✳ ❚❤✉+✱ )♦ ❛✈♦✐❞ ❧♦❝❛❧ ♠✐♥✐♠❛✱ ❨❛♥❣ ❡) ❛❧✳ ✭✷✵✵✼✮ ♣'♦♣♦+❡ )♦ ✉+❡ ❛ '❛♥❞♦♠ ✈❛'✐❛❜❧❡ ❛❞❞❡❞ )♦ )❤❡ ❣'❛❞✐❡♥)✳ ❚❤❡ ❛❧❣♦'✐)❤♠ ♣❡'♠✐)+ )❤❡♥ )♦ ♦❜)❛✐♥ ❛ ❜❡))❡' ❝♦♥✈❡'❣❡♥❝❡✳ ■) ✐+ ♣'♦♣♦+❡❞ ✐♥ )❤❡ ❢♦❧❧♦✇✐♥❣ ❛♥ ❛❞❛♣)❛)✐♦♥ ♦❢ )❤❡ ●❙❊L◆▲❙ ❛❧❣♦'✐)❤♠✳ ❚❤❡ ♠❛✐♥ ❞✐✛❡'❡♥❝❡+ ❝♦♠❡ ❢'♦♠ ✐)+ ✉+❡ ✐♥ ❛ ❙■❙❖ +②+)❡♠✱ )❤❡ ✉+❡ ♦❢ ❛ ❝♦♥)✐♥✉♦✉+✲)✐♠❡ ✜❧)❡' )♦ ❝♦♠♣✉)❡ )❤❡ ❞❡'✐✈❛)✐✈❡+✱ ❛♥❞ )❤❡ ✉+❡ ♦❢ )❤❡ ✜❧)❡'❡❞ ❞❡'✐✈❛)✐✈❡ ❛+ ♦✉)♣✉)✳ ❲❤❡♥ ✉+✐♥❣ )❤❡ ❧❡❛+)✲+_✉❛'❡+ ❛❧❣♦'✐)❤♠✱ )❤❡ ♠♦❞❡❧ ✭✽✮ ❝❛♥ ❜❡ ✇'✐))❡♥ ✐♥ '❡❣'❡++♦' ❢♦'♠ ❛+✿ b y(n)(t) = − 1 ban y(t) −ba1 ban y(1)(t) − − · · · −ban−1 ban y(n−1)(t) +bb0 ban e−Tdpb u(t) + · · · +bbm ban e−Tdpb u(m)(t) b y(n)(t) = bϑTφ(t, bTd) ✭✸✸✮ ✇❤❡'❡ b ϑT =h 1 ban b a1 ban · · · ban−1 ban bb0 ban · · · bbm ban i ✭✸✹✮ φT(t, bTd) =−y(t) −y(1)(t) · · · −y(n−1)(t)

e−Tdpb u(t) · · · e−Tdpb u(m)(t)i ✭✸✺✮ ❇✉)✱ ❜❡❝❛✉+❡ ♦❢ )❤❡ )✐♠❡ ❞❡❧❛②✱ ✭✸✸✮ ✐+ ❛ ♥♦♥❧✐♥❡❛' ♠♦❞❡❧✳ ❚♦ ♠❛❦❡ )❤❡ ✈❡❝)♦' φT(t, bT d)'❡❛❧✐③❛❜❧❡✱ ✐) ✐+ ♥❡❝❡++❛'② )♦ ❝♦♠♣✉)❡ )❤❡ ❞❡'✐✈❛)✐✈❡+ ♦❢ )❤❡ +✐❣♥❛❧+ u(t) ❛♥❞ y(t)✳ ❚❤✐+ ✐+ ❛❝❤✐❡✈❡❞ ✉+✐♥❣ ❛ ❧♦✇✲♣❛++ ✜❧)❡'✱ ❞❡✜♥❡❞ ❛+✿ F(p) = 1 Λ(p) = 1 (1 + λp)n = 1 1 + λ1p+ . . . + λnpn ✭✸✻✮ ✇❤❡'❡ λ ✐+ ❛ ❝♦♥+)❛♥) ✇❤✐❝❤ ❞❡)❡'♠✐♥❡+ )❤❡ ♣❛++ ❜❛♥❞ ♦❢ )❤❡ ✜❧)❡'✱ ❛♥❞ λ1, . . . , λn ❛'❡ ♣♦❧②♥♦♠✐❛❧ ❝♦❡✣❝✐❡♥) ♦❢ )❤❡ ✜❧)❡'✳ ❚❤❡ ❝❤♦✐❝❡ ♦❢ )❤✐+ ♣❛'❛♠❡)❡' ✐♠♣❧✐❡+ ♣'✐♦' ❦♥♦✇❧❡❞❣❡ ♦❢ )❤❡ +②+)❡♠ ❜❛♥❞ ♣❛++✳ ❉❡♥♦)✐♥❣ ✇✐)❤ )❤❡ +✉❜+❝'✐♣) f )❤❡ ✜❧)❡'❡❞ +✐❣♥❛❧+✱ )❤❡ '❡❣'❡++♦' ♠♦❞❡❧ ✭✸✸✮ ❝❛♥ ❜❡ ✇'✐))❡♥✿ b yf(n)(t) = −ba1 ban y(1)f (t) + · · · −ban−1 ban yf(n−1)(t) +bb0 ban e−Tdpb uf(t) + · · · + bbm ban e−Tdpb u(m)f (t) b yf(n)(t) = bϑTφf(t, bTd) ✭✸✼✮ ✇❤❡'❡ φTf(t, bTd) = h −yf(t) · · · −yf(n−1)(t) e−Tdpb u f(t) · · · e−Tdpb u (m) f (t) i ✭✸✽✮ ❯+✐♥❣ ✭✸✼✮✱ )❤❡ _✉❛❞'❛)✐❝ ❝'✐)❡'✐♦♥ )❤❛) ❤❛✈❡ )♦ ❜❡ ♠✐♥✐✲ ♠✐③❡❞ ✐+ ✇'✐))❡♥✿ J( bTd) = 1 2 N X k=1 (εf(tk))2 ✭✸✾✮ εf(tk) = yf(n)(tk) − bϑTφf(t, bTd) ✭✹✵✮ ■♥ )❤❡ ❢♦❧❧♦✇✐♥❣✱ ❢♦' )❤❡ ♣'❡+❡♥)❛)✐♦♥ ♦❢ )❤✐+ ❛❧❣♦'✐)❤♠✱ ✐) ✐+ ❡❛+✐❡' )♦ ✉+❡ ♠❛)'✐① ♥♦)❛)✐♦♥✳ ❚❤✉+✱ )❤❡ ❢♦❧❧♦✇✐♥❣ ✈❛'✐❛❜❧❡+ ❛'❡ ❞❡✜♥❡❞✿ Φf( bTd) =  φf(1, bTd) · · · φf(N, bTd) T ✭✹✶✮ Z=hyf(n)(1) · · · yf(n)(N ) iT ✭✹✷✮ E= [ εf(1) · · · εf(N ) ]T ✭✹✸✮ ❲✐)❤ )❤✐+ ♥♦)❛)✐♦♥✱ )❤❡ _✉❛❞'❛)✐❝ ❝'✐)❡'✐♦♥ ✭✸✾✮✱ ✭✹✵✮ ❝❛♥ ❜❡ ✇'✐))❡♥ ❛+✿ J( bTd) = 1 2E TE ✭✹✹✮ E= Z − Φf( bTd) bϑ ✭✹✺✮ ❚❤❡ ♣'✐♥❝✐♣❧❡ ♦❢ )❤❡ +❡♣❛'❛❜❧❡ ❛❧❣♦'✐)❤♠ ✐+ )♦ ✜'+)❧② ✐❞❡♥)✐❢② )❤❡ ♥♦♥❧✐♥❡❛' ♣❛'❛♠❡)❡' bTd ✇✐)❤ ❛ ◆▲L ♠❡)❤♦❞

(6)

❤❡♥ ❤❡ ❧✐♥❡❛' ♣❛'❛♠❡ ❡'* bϑ✇✐ ❤ ❤❡ ❧✐♥❡❛' ❧❡❛* *,✉❛'❡* ❛❧❣♦'✐ ❤♠✳ ❚♦ *❤♦✇ ❤♦✇ ❤❡ ❣'❛❞✐❡♥ ❛♥❞ ❤❡ ❍❡**✐❛♥ ❛'❡ ❝♦♠♣✉ ❡❞✱ ❤❡ ,✉❛❞'❛ ✐❝ ❝'✐ ❡'✐♦♥ ✭✹✹✮ ♠✉* ❜❡ ✇'✐ ❡♥ ❛* ❛ ❢✉♥❝ ✐♦♥ ♦❢ ❤❡ ✐♠❡ ❞❡❧❛② bTd✳ ❚❤❡ ❡* ✐♠❛ ❡❞ ✈❡❝ ♦' b ϑ✱ ❝❛♥ ❜❡ '❡♣❧❛❝❡❞ ❜② ✐ * ✐❞❡♥ ✐✜❡❞ ✈❛❧✉❡ ✉*✐♥❣ ❤❡ ❧✐♥❡❛' ▲❡❛* ❙,✉❛'❡* ✭▲❙✮ ❛❧❣♦'✐ ❤♠✳ b ϑ=hΦT f( bTd)Φf( bTd) i−1 ΦT f( bTd)Z = Φ†f( bTd)Z ✭✹✻✮ ✇❤❡'❡ Φ† f ✐* ❤❡ ♣*❡✉❞♦✲✐♥✈❡'*❡ ♦❢ Φf✳ ❙♦ ❤❡ ,✉❛❞'❛ ✐❝ ❝'✐ ❡'✐♦♥ ✭✹✹✮ ❝❛♥ ❜❡ ❡①♣'❡**❡❞ ♦♥❧② ❛* ❛ ❢✉♥❝ ✐♦♥ ♦❢ ❤❡ ✐♠❡ ❞❡❧❛②✿ J( bTd) = 1 2 Z − Φf( bTd)Φ†f( bTd)Z 2 2 ✭✹✼✮ ❚♦ ❝♦♠♣✉ ❡ ❤❡ ❣'❛❞✐❡♥ ❛♥❞ ❤❡ ❍❡**✐❛♥✱ ❛ ♥♦ ❛ ✐♦♥ *✐♠✐❧❛' ♦ ◆❣✐❛ ✭✷✵✵✶✮ ✐* ✉*❡❞✿ EbTd= dE d bTd = −dΦf( bTd) d bTd b ϑ= −dΦf( bTd) d bTd Φ†f( bTd)Z ✭✹✽✮ Ebϑ= dE d bϑ = −Φf( bTd) ✭✹✾✮ ❚❤❡ ❣'❛❞✐❡♥ ❛♥❞ ❤❡ ❍❡**✐❛♥✱ ✇✐ ❤ ❤❡ ●❛✉**✲◆❡✇ ♦♥ ❛♣♣'♦①✐♠❛ ✐♦♥✱ ✇✐❧❧ ❤❛✈❡ ❤❡ ❢♦'♠ ✭❛* *❤♦✇♥ ✐♥ ◆❣✐❛ ✭✷✵✵✶✮✮✿ J′( bTd) = ETdTbE ✭✺✵✮ J′′( bTd) = ETb TdEbTd− E T b TdEbϑ h ET b ϑEbϑ i−1 ET b ϑEbTd ✭✺✶✮ ❨❛♥❣ ❡! ❛❧✳ ♣'♦♣♦*❡ ♦ ✉*❡ ❤❡ ●❛✉**✲◆❡✇ ♦♥ ◆▲N ♠❡ ❤♦❞✱ ✇✐ ❤ ❛ * ♦❝❤❛* ✐❝ ❡'♠ ❛❞❞❡❞ ♦ ❤❡ ❣'❛❞✐❡♥ ✳ ❉❡✲ ♥♦ ✐♥❣ η ❛ ●❛✉**✐❛♥ '❛♥❞♦♠ ✈❛'✐❛❜❧❡✱ ❤❡ ❡✈♦❧✉ ✐♦♥ ♦❢ ❤❡ ❡* ✐♠❛ ❡❞ ✐♠❡ ❞❡❧❛② ✇✐ ❤ ❤❡ ●❛✉**✲◆❡✇ ♦♥ ❛❧❣♦'✐ ❤♠ ✐* ❤❡♥ ✇'✐ ❡♥✿ b Td,j+1= bTd,j− h J′′( bTd) i−1 J′( bTd) − βjη  ✭✺✷✮ ✇❤❡'❡ βj ✐* ❤❡ ✈❛'✐❛♥❝❡ ♦❢ ❤❡ '❛♥❞♦♠ ✈❛'✐❛❜❧❡ η✳ ❚❤✐* ✈❛'✐❛♥❝❡ ✐* ❝♦♠♣✉ ❡❞ ✉*✐♥❣ βj = β0J( bTd)✱ ✇✐ ❤ β0 ❛ ♣♦*✐ ✐✈❡ ❝♦♥* ❛♥ ❝❤♦*❡♥ *✉✣❝✐❡♥ ❧② ❧❛'❣❡✳ ❚❤❡ ✐❞❡❛ ✐* ✐❢ ❤❡ ,✉❛❞'❛ ✐❝ ❝'✐ ❡'✐♦♥ ❜❡❝♦♠❡* *♠❛❧❧❡'✱ ❤❡ * ♦❝❤❛* ✐❝ ♣❡' ✉'❜❛ ✐♦♥ βjη ❜❡❝♦♠❡* ✇❡❛❦❡' ❛♥❞ ❤❡ ❛❧❣♦'✐ ❤♠ ❡♥❞ ♦ ❜❡ ❝❧♦*❡' ♦ ❤❡ ❝❧❛**✐❝❛❧ ●❛✉**✲◆❡✇ ♦♥ ❛❧❣♦'✐ ❤♠✳ ❚❤❡ ❛❧❣♦'✐ ❤♠ ✉*❡❞ ❤❛* ❤❡ ❢♦'♠✿ ✭✶✮ ▲❡ ❥❂✵✳ ❙❡ β0✱ ❤❡ ✐♥✐ ✐❛❧ ❡* ✐♠❛ ❡ bTd,0❛♥❞ ❛♥ ✉♣♣❡' ❜♦✉♥❞ ♦❢ ✐♠❡ ❞❡❧❛②* Td✳ ✭✷✮ ❈♦♠♣✉ ❡ ♣'❡✜❧ ❡'❡❞ *✐❣♥❛❧* ❤❛ ❛'❡ ♣❛' ♦❢ Φf( bTd)✱ ✇✐ ❤ ❤❡ ❧♦✇✲♣❛** ✜❧ ❡' ✭✸✻✮✳ ✭✸✮ ❙❡ βj= β0J( bTd)✉*✐♥❣ ✭✹✼✮✳ ✭✹✮ N❡'❢♦'♠ ❤❡ ❢♦❧❧♦✇✐♥❣ ✭❛✮ ❈♦♠♣✉ ❡ ∆ bTd,j+1= − h J′′( bTd,j) i−1 J′( bTd,j) − βjη  ✳ ✭❜✮ ❈♦♠♣✉ ❡ bTd,j+1= bTd,j+ ∆ bTd,j+1✳ ✭❝✮ ❈❤❡❝❦ ✐❢ 0 6 bTd,j+1 6Td✳ ■❢ ♥♦ ✱ ❧❡ ∆ bTd,j+1 = 0.5∆ bTd,j+1 ❛♥❞ ❣♦ ❜❛❝❦ ♦ ✭❜✮✳ ✭❞✮ ❈❤❡❝❦ ✐❢ J( bTd,j+1) 6 J( bTd,j)✳ ■❢ ♥♦ ✱ ❧❡ ∆ bTd,j+1= 0.5∆ bTd,j+1 ❛♥❞ ❣♦ ❜❛❝❦ ♦ ✭❜✮✳ ✭✺✮ ❚❡'♠✐♥❛ ❡ ❤❡ ❛❧❣♦'✐ ❤♠ ✐❢ ❤❡ * ♦♣♣✐♥❣ ❝♦♥❞✐ ✐♦♥ ✐* *❛ ✐*✜❡❞✳ ❖ ❤❡'✇✐*❡✱ ❧❡ j = j +1 ❛♥❞ ❣♦ ❜❛❝❦ ♦ * ❡♣ ✸✳ ✭✻✮ ❋✐♥❛❧❧②✱ ❜② *✉❜* ✐ ✉ ✐♥❣ ❤❡ ✜♥❛❧ ✈❛❧✉❡ ♦❢ bTd✱ ❤❡ ❧✐♥❡❛' ♣❛'❛♠❡ ❡' ✈❡❝ ♦' bϑ ❝❛♥ ❜❡ ❡* ✐♠❛ ❡❞ ❜② ❤❡ ▲❙ ♠❡ ❤♦❞ ❣✐✈❡♥ ✐♥ ✭✹✻✮✳ ✺✳ ❙■▼❯▲❆❚■❖◆ ❘❊❙❯▲❚❙ ❈♦♥*✐❞❡' ❛ ❤✐'❞ ♦'❞❡' *②* ❡♠ ✇✐ ❤ ❛ ③❡'♦✱ ❞❡✜♥❡❞ ❜②✿ G(p) = −1 + 2p (p + 2) (p2+ 2ξω np+ ωn2) e−Tdp ✭✺✸✮ G(p) = −b0+ b1p 1 + a1p+ a2p2+ a3p3 e−Tdp ✭✺✹✮ ✇✐ ❤ ξ= 0.2; ωn= √ 3 '❛❞✴*; b0= 0.167; b1= 0.333; a1= 0.731; a2= 0.449; a3= 0.167; Td= 1.3*. ✭✺✺✮ ❚❤❡ *②* ❡♠ ✐* ❡①❝✐ ❡❞ ✇✐ ❤ ❛ N*❡✉❞♦ ❘❛♥❞♦♠ ❇✐♥❛'② ❙✐❣♥❛❧ ✭N❘❇❙✮✳ ❆♥ ❛❞❞✐ ✐✈❡ ✇❤✐ ❡ ♥♦✐*❡ ✐* ❛❞❞❡❞ ♦ ❤❡ ♦✉ ♣✉ ✇✐ ❤ ❛ ❙✐❣♥❛❧ ♦ ◆♦✐*❡ ❘❛ ✐♦ ✭❙◆❘✮ ♦❢ ✶✺ ❞❇✳ ❚❤✐* ❙◆❘ ✐* ❞❡✜♥❡❞ ❛*✿ SN R= 10 log10  var(y0) var(y − y0)  ✭✺✻✮ ✇❤❡'❡ y0✐* ❤❡ ♥♦✐*❡❧❡** ♦✉ ♣✉ ❛♥❞ y ✐* ❤❡ ♥♦✐*② ♦✉ ♣✉ ✳ ❚❤❡ *✐❣♥❛❧* ✉*❡❞ ❢♦' ✐❞❡♥ ✐✜❝❛ ✐♦♥ ❛'❡ ♣'❡*❡♥ ❡❞ ✐♥ ✜❣✉'❡ ✷✳ ❋♦' ❤❡ ❝❧♦*❡❞✲❧♦♦♣ *✐♠✉❧❛ ✐♦♥*✱ ❤❡ ❝♦♥ '♦❧❧❡' ✐* ✉♥❡❞ ✉*✲ ✐♥❣ ❤❡ ❞✐'❡❝ ♠❡ ❤♦❞✱ ✇✐ ❤ ❤❡ ♣❛'❛♠❡ ❡' ✈❛❧✉❡* ♦❜ ❛✐♥❡❞ ✇✐ ❤ ❤❡ ❈❚❖❊ ❛❧❣♦'✐ ❤♠✳ ❲✐ ❤ ❤✐* ❛♣♣'♦❛❝❤ ❤❡ ❞❡*✐'❡❞ ❝❧♦*❡❞ ❧♦♦♣ '❛♥*❢❡' ❢✉♥❝ ✐♦♥ ♠♦❞❡❧ GCL ✐* ❝❤♦*❡♥ ♦ ❤❛✈❡ ❤❡ ❢♦❧❧♦✇✐♥❣ ❢♦'♠✿ 0 50 100 150 −1 −0.5 0 0.5 1 time (s) 0 50 100 150 −10 −5 0 5 10 time (s) input u(t) output y(t) reference r(t) input u(t) output y(t)

a) Open loop system

b) Closed−loop system

❋✐❣✉$❡ ✷✳ ❙✐❣♥❛❧ ✉,❡❞ ❢♦$ ✐❞❡♥0✐✜❝❛0✐♦♥ ✐♥ ❛✮ ♦♣❡♥ ❧♦♦♣ ❛♥❞ ❜✮ ❝❧♦,❡❞✲❧♦♦♣

(7)

GCL= −6 (−1 + 2p) (p + 2) p2+ 2 × 1.5 ×3p + 3 e −Tdp ✭✺✼✮ ❲❤❡'❡ ✐) ❝❛♥ ❜❡ .❡❡♥ )❤❛) GCL ❤❛✈❡ )❤❡ .❛♠❡ ✉♥.)❛❜❧❡ ③❡'♦ ❛♥❞ )❤❡ .❛♠❡ )✐♠❡ ❞❡❧❛② ✈❛❧✉❡ ✭❛. ✐♥ G(p)✮ ❜✉) )❤❡ .)❛)✐❝ ❣❛✐♥ ✐. ♥♦✇ ❡9✉❛❧ )♦ ♦♥❡ ❛♥❞ )❤❡ ❞❡.✐'❡❞ ❝❧♦.❡❞ ❧♦♦♣ ❞❛♠♣✐♥❣ ❢❛❝)♦' ✐. ♥♦✇ ❡9✉❛❧ )♦ ✶✳✺ ✭✇❡❧❧ ❞❛♠♣❡❞ ♣♦❧❡.✮✳ ❚❤❡♥✱ )❤❡ ❝♦♥)'♦❧❧❡' ✐. ❝♦♠♣✉)❡❞ ✉.✐♥❣ )❤❡ ❢♦'♠✉❧❛✿ C(p) = 1 G(p)  GCL(p) 1 − GCL(p)  ✭✺✽✮ ❚♦ ♦❜)❛✐♥ ❛ ✜♥✐)❡ ❞✐♠❡♥.✐♦♥ ❝♦♥)'♦❧❧❡' C(p)✱ )❤❡ ❢♦❧❧♦✇✐♥❣ .❡❝♦♥❞ ♦'❞❡' C❛❞D ❛♣♣'♦①✐♠❛)✐♦♥ ♦❢ )❤❡ )✐♠❡ ❞❡❧❛② Td✇❛. ✉.❡❞✿ e−Tdp=1 − 1 2Tdp+121 (Tdp) 2 1 + 1 2Tdp+ 1 12(Tdp) 2 ✭✺✾✮ ❲✐)❤ )❤✐. ❛♣♣'♦①✐♠❛)✐♦♥ )❤❡ ❝♦♥)'♦❧❧❡' ❜❡❝♦♠❡. ✿ C(p) = −256 − 353p − 272p 2 − 144p3− 43.9p4− 6p5 236p + 57.5p2+ 66p3+ 11.8p4+ p5 ✭✻✵✮ ✶✵✵ ▼♦♥)❡✲❈❛'❧♦ .✐♠✉❧❛)✐♦♥. ❛'❡ ❝♦♥❞✉❝)❡❞ )♦ ❛♥❛❧②③❡ )❤❡ .)❛)✐.)✐❝❛❧ ♣'♦♣❡')✐❡. ♦❢ )❤❡ ❈❚❖❊ ❛♥❞ ❈❚❈▲❖❊ ♣'♦♣♦.❡❞ ❛❧❣♦'✐)❤♠.✳ ❚❤❡ '❡.✉❧). ❛'❡ ♣'❡.❡♥)❡❞ ✐♥ )❡'♠. ♦❢ )❤❡ ♠❡❛♥ ❛♥❞ )❤❡ .)❛♥❞❛'❞ ❞❡✈✐❛)✐♦♥✳ ❚❤❡ ♣❛'❛♠❡)'✐❝ ❞✐.)❛♥❝❡✱ ❝♦♠♣✉)❡❞ ✉.✐♥❣ D = s Pn+m+1 l=1 P100 i=1  Θl−bΘl,i Θl 2 ✐. ❛❧.♦ ♣'❡.❡♥)❡❞✳ ✇❤❡'❡ i ✐. )❤❡ ✐♥❞❡① ♦❢ )❤❡ ▼♦♥)❡✲❈❛'❧♦ .✐♠✉❧❛)✐♦♥✱ ❛♥❞ l )❤❡ ✐♥❞❡① ♦❢ )❤❡ ♣❛'❛♠❡)❡' ✈❡❝)♦' Θ✳ ❚❤❡ .❛♠♣❧✐♥❣ ♣❡'✐♦❞ ❝❤♦.❡♥ ✐. Ts = 10 ♠.✳ ❚❤❡ ✐♥✐)✐❛❧ ♣❛'❛♠❡)❡' ❢♦' )❤❡ ♣'♦♣♦.❡❞ ❛❧❣♦'✐)❤♠ ✐. µ = 0.1❀ ❢♦' )❤❡ ●❙❊C◆▲❙ ♠❡)❤♦❞✱ )❤❡ ✐♥✐)✐❛❧ ✈❛'✐❛♥❝❡ ♦❢ )❤❡ .)♦❝❤❛.)✐❝ ✈❛'✐❛❜❧❡ ✐. β0 = 105✱ ❛. ♣'♦♣♦.❡❞ ✐♥ ❨❛♥❣ ❡) ❛❧✳ ✭✷✵✵✼✮✳ ❚❤❡ ✐♥✐)✐❛❧ ✈❛❧✉❡ ♦❢ Td✐. ✺ . ❛♥❞ )❤❡ ♣❛'❛♠❡)❡' ❢♦' )❤❡ ✜❧)❡' ✭✸✻✮ ✐. ❝❤♦.❡♥ ❛. λ = 0.2 ✇❤✐❝❤ ❝♦''❡.♣♦♥❞. ❛♣♣'♦①✐♠❛)❡❧② )♦ )❤❡ ❜❛♥❞♣❛.. ♦❢ )❤❡ .②.)❡♠✳ ❚❤❡ .②.)❡♠ ✐. ✜'.)❧② ✐❞❡♥)✐✜❡❞ ✐♥ ♦♣❡♥ ❧♦♦♣✳ ❚❤❡ .✐♠✲ ✉❧❛)✐♦♥ ♣'♦❝❡❞✉'❡ ✐. )♦ ♦❜)❛✐♥ ❛♥ ✐♥✐)✐❛❧ ❡.)✐♠❛)❡ ♦❢ )❤❡ ♣❛'❛♠❡)❡'. ✉.✐♥❣ )❤❡ ●❙❊C◆▲❙ ♠❡)❤♦❞✳ ❚❤❡♥✱ )❤❡ ♣'♦✲ ♣♦.❡❞ ♦✉)♣✉) ❡''♦' ♠❡)❤♦❞. .)❛') ✇✐)❤ )❤✐. ✐♥✐)✐❛❧ ❡.)✐♠❛)❡✳ ❚❤❡ .✐♠✉❧❛)✐♦♥ '❡.✉❧). ❛'❡ .✉♠♠❛'✐③❡❞ ✐♥ )❛❜❧❡ ✶✳ ❲✐)❤ ❈❚❖❊ ❛♥❞ ❈❚❈▲❖❊ )❤❡ ♣❛'❛♠❡)❡' ❡.)✐♠❛)✐♦♥ 9✉❛❧✐)② ✐. ✈❡'② .✐♠✐❧❛' ❛♥❞ )❤❡ ❡.)✐♠❛)❡❞ .②.)❡♠ ❛'❡ ✉♥❜✐❛.❡❞✳ ✻✳ ❈❖◆❈▲❯❙■❖◆ ❚❤✐. ♣❛♣❡' ❤❛. ♣'❡.❡♥)❡❞ )✇♦ )✐♠❡ ❞♦♠❛✐♥ ♦✉)♣✉) ❡'✲ '♦' ❛❧❣♦'✐)❤♠. ❝❛❧❧❡❞ ❈❚❖❊ ❛♥❞ ❈❚❈▲❖❊ )♦ ✐❞❡♥)✐❢② ❛ ❝♦♥)✐♥✉♦✉.✲)✐♠❡ ❧✐♥❡❛' .②.)❡♠ ✇✐)❤ )✐♠❡ ❞❡❧❛②✱ ✐♥ ♦♣❡♥ ♦' ❝❧♦.❡❞✲❧♦♦♣ ✇✐)❤ ✈❡'② ❣♦♦❞ .)❛)✐.)✐❝❛❧ ♣'♦♣❡')✐❡.✳ ■) ❤❛. ❜❡❡♥ ❛❧.♦ ♣'♦♣♦.❡❞ ❛ ♠♦❞✐✜❡❞ ✈❡'.✐♦♥ ♦❢ )❤❡ ●❙❊C◆▲❙ )♦ ✐♥✐)✐❛❧✐③❡ )❤❡♠✳ ❚❛❜❧❡ ✶✳ ❙✐♠✉❧❛)✐♦♥ '❡.✉❧). ♦❢ )❤❡ ✶✵✵ ▼♦♥)❡✲ ❈❛'❧♦ '✉♥. ❛"❛♠❡%❡" ●❙❊ ◆▲❙ ❈❚❖❊ ❈❚❈▲❖❊ bb0✭✲✵✳✶✻✼✮ ✲✵✳✶✺✷✸ ✲✵✳✶✻✻✻ ✲✵✳✶✻✻✽ ±✵✳✵✵✶✵ ±✵✳✵✵✵✺ ±✵✳✵✵✵✺ bb1✭✵✳✸✸✸✮ ✵✳✷✽✸✺ ✵✳✸✸✸✸ ✵✳✸✸✸✸ ±✵✳✵✵✶✻ ±✵✳✵✵✵✼ ±✵✳✵✵✶✵ ba1✭✵✳✼✸✶✮ ✵✳✹✸✼✺ ✵✳✼✸✵✾ ✵✳✼✸✵✼ ±✵✳✵✵✸✾ ±✵✳✵✵✸✷ ±✵✳✵✵✹✻ ba2✭✵✳✹✹✾✮ ✵✳✹✸✻✵ ✵✳✹✹✽✽ ✵✳✹✹✽✺ ±✵✳✵✵✶✷ ±✵✳✵✵✼ ±✵✳✵✵✶✼ ba3✭✵✳✶✻✼✮ ✵✳✵✼✶✽ ✵✳✶✻✻✼ ✵✳✶✻✻✺ ±✵✳✵✵✷✵ ±✵✳✵✵✶✷ ±✵✳✵✵✷✶ b Td✭✶✳✸✮ ✶✳✸✾✽✺ ✶✳✷✾✾✾ ✶✳✸✵✵✺ ±✵✳✵✵✽✶ ±✵✳✵✵✷✹ ±✵✳✵✵✸✼ ❉ ✼✳✷ ✵✳✶ ✵✳✶✺ ❆✈❡"❛❣❡ ♦❢ ✐%❡"❛%✐♦♥D ✷✸ ✶✵ ✶✶ ❘❊❋❊❘❊◆❈❊❙ ❆❤♠❡❞✱ ❙✳✱ ❍✉❛♥❣✱ ❇✳✱ ❛♥❞ ❙❤❛❤✱ ❙✳ ✭✷✵✵✻✮✳ C❛'❛♠❡)❡' ❛♥❞ ❞❡❧❛② ❡.)✐♠❛)✐♦♥ ♦❢ ❝♦♥)✐♥✉♦✉.✲)✐♠❡ ♠♦❞❡❧. ✉.✐♥❣ ❛ ❧✐♥❡❛' ✜❧)❡'✳ ❏♦✉#♥❛❧ ♦❢ (#♦❝❡++ ❈♦♥-#♦❧✱ ✶✻✭✹✮✱ ✸✷✸ ✕ ✸✸✶✳ ❇❛②..❡✱ ❆✳✱ ❈❛''✐❧❧♦✱ ❋✳❏✳✱ ❛♥❞ ❍❛❜❜❛❞✐✱ ❆✳ ✭✷✵✶✶✮✳ ❚✐♠❡ ❞♦♠❛✐♥ ✐❞❡♥)✐✜❝❛)✐♦♥ ♦❢ ❝♦♥)✐♥✉♦✉.✲)✐♠❡ .②.)❡♠. ✇✐)❤ )✐♠❡ ❞❡❧❛② ✉.✐♥❣ ♦✉)♣✉) ❡''♦' ♠❡)❤♦❞ ❢'♦♠ .❛♠♣❧❡❞ ❞❛)❛✳ ■♥ ✶✽-❤ ■❋❆❈ ❲♦#❧❞ ❈♦♥❣#❡++✱ ✈♦❧✉♠❡ ✶✽✳ ▼✐❧❛♥♦✱ ■)❛❧②✳ ❈❛''✐❧❧♦✱ ❋✳❏✳✱ ❇❛②..❡✱ ❆✳✱ ❛♥❞ ❍❛❜❜❛❞✐✱ ❆✳ ✭✷✵✵✾✮✳ ❖✉)♣✉) ❡''♦' ✐❞❡♥)✐✜❝❛)✐♦♥ ❛❧❣♦'✐)❤♠. ❢♦' ❝♦♥)✐♥✉♦✉.✲)✐♠❡ .②.✲ )❡♠. ♦♣❡'❛)✐♥❣ ✐♥ ❝❧♦.❡❞✲❧♦♦♣✳ ■♥ ✶✺-❤ ■❋❆❈ ❙②♠♣♦+✐✉♠ ♦♥ ❙②+-❡♠ ■❞❡♥-✐✜❝❛-✐♦♥✱ ❙❨❙■❉ ✷✵✵✾✱ ✈♦❧✉♠❡ ✶✺ ♦❢ ❙②+-❡♠ ■❞❡♥-✐✜❝❛-✐♦♥✳ ❙) ▼❛❧♦✱ ❋'❛♥❝❡✳ ●❛'♥✐❡'✱ ❍✳ ❛♥❞ ❲❛♥❣✱ ▲✳ ✭❡❞.✳✮ ✭✷✵✵✽✮✳ ■❞❡♥-✐✜❝❛-✐♦♥ ♦❢ ❈♦♥-✐♥✉♦✉+✲-✐♠❡ ▼♦❞❡❧+ ❢#♦♠ ❙❛♠♣❧❡❞ ❉❛-❛✳ ❆❞✈❛♥❝❡. ✐♥ ■♥❞✉.)'✐❛❧ ❈♦♥)'♦❧✳ ❙♣'✐♥❣❡'✳ ❍✇❛♥❣✱ ❙✳❍✳ ❛♥❞ ▲❛✐✱ ❙✳❚✳ ✭✷✵✵✹✮✳ ❯.❡ ♦❢ )✇♦✲.)❛❣❡ ❧❡❛.)✲.9✉❛'❡. ❛❧❣♦'✐)❤♠. ❢♦' ✐❞❡♥)✐✜❝❛)✐♦♥ ♦❢ ❝♦♥)✐♥✉♦✉. .②.)❡♠. ✇✐)❤ )✐♠❡ ❞❡❧❛② ❜❛.❡❞ ♦♥ ♣✉❧.❡ '❡.♣♦♥.❡.✳ ❆✉-♦♠❛-✐❝❛✱ ✹✵✭✾✮✱ ✶✺✻✶ ✕ ✶✺✻✽✳ ▲❛♥❞❛✉✱ ■✳❉✳ ❛♥❞ ❑❛'✐♠✐✱ ❆✳ ✭✶✾✾✼✮✳ ❘❡❝✉'.✐✈❡ ❛❧❣♦'✐)❤♠. ❢♦' ✐❞❡♥)✐✜❝❛)✐♦♥ ✐♥ ❝❧♦.❡❞ ❧♦♦♣✿ ❆ ✉♥✐✜❡❞ ❛♣♣'♦❛❝❤ ❛♥❞ ❡✈❛❧✉❛)✐♦♥✳ ❆✉-♦♠❛-✐❝❛✱ ✸✸✭✽✮✱ ✶✹✾✾ ✕ ✶✺✷✸✳ ▲✐✉✱ ▼✳✱ ❲❛♥❣✱ ◗✳●✳✱ ❍✉❛♥❣✱ ❇✳✱ ❛♥❞ ❍❛♥❣✱ ❈✳❈✳ ✭✷✵✵✼✮✳ ■♠♣'♦✈❡❞ ✐❞❡♥)✐✜❝❛)✐♦♥ ♦❢ ❝♦♥)✐♥✉♦✉.✲)✐♠❡ ❞❡❧❛② ♣'♦✲ ❝❡..❡. ❢'♦♠ ♣✐❡❝❡✇✐.❡ .)❡♣ )❡.).✳ ❏♦✉#♥❛❧ ♦❢ (#♦❝❡++ ❈♦♥-#♦❧✱ ✶✼✭✶✮✱ ✺✶ ✕ ✺✼✳ ◆❣✐❛✱ ▲✳ ✭✷✵✵✶✮✳ ❙❡♣❛'❛❜❧❡ ♥♦♥❧✐♥❡❛' ❧❡❛.)✲.9✉❛'❡. ♠❡)❤✲ ♦❞. ❢♦' ❡✣❝✐❡♥) ♦✛✲❧✐♥❡ ❛♥❞ ♦♥✲❧✐♥❡ ♠♦❞❡❧✐♥❣ ♦❢ .②.)❡♠. ✉.✐♥❣ ❦❛✉)③ ❛♥❞ ❧❛❣✉❡''❡ ✜❧)❡'.✳ ❈✐#❝✉✐-+ ❛♥❞ ❙②+-❡♠+ ■■✿ ❆♥❛❧♦❣ ❛♥❞ ❉✐❣✐-❛❧ ❙✐❣♥❛❧ (#♦❝❡++✐♥❣✱ ■❊❊❊ ❚#❛♥+✲ ❛❝-✐♦♥+ ♦♥✱ ✹✽✭✻✮✱ ✺✻✷ ✕✺✼✾✳ ❲❛♥❣✱ ◗✳●✳✱ ●✉♦✱ ❳✳✱ ❛♥❞ ❩❤❛♥❣✱ ❨✳ ✭✷✵✵✶✮✳ ❉✐'❡❝) ✐❞❡♥)✐✜❝❛)✐♦♥ ♦❢ ❝♦♥)✐♥✉♦✉. )✐♠❡ ❞❡❧❛② .②.)❡♠. ❢'♦♠ .)❡♣ '❡.♣♦♥.❡.✳ ❏♦✉#♥❛❧ ♦❢ (#♦❝❡++ ❈♦♥-#♦❧✱ ✶✶✭✺✮✱ ✺✸✶ ✕ ✺✹✷✳ ❨❛♥❣✱ ❩✳❏✳✱ ■❡♠✉'❛✱ ❍✳✱ ❑❛♥❛❡✱ ❙✳✱ ❛♥❞ ❲❛❞❛✱ ❑✳ ✭✷✵✵✼✮✳ ■❞❡♥)✐✜❝❛)✐♦♥ ♦❢ ❝♦♥)✐♥✉♦✉.✲)✐♠❡ .②.)❡♠. ✇✐)❤ ♠✉❧)✐♣❧❡ ✉♥❦♥♦✇♥ )✐♠❡ ❞❡❧❛②. ❜② ❣❧♦❜❛❧ ♥♦♥❧✐♥❡❛' ❧❡❛.)✲.9✉❛'❡. ❛♥❞ ✐♥.)'✉♠❡♥)❛❧ ✈❛'✐❛❜❧❡ ♠❡)❤♦❞.✳ ❆✉-♦♠❛-✐❝❛✱ ✹✸✭✼✮✱ ✶✷✺✼ ✕ ✶✷✻✹✳

Références

Documents relatifs

That is why through means of AC-current excitation (at a node of the supposedly unstable loop) it is possible to determine the natural frequency and damping ratio by a simple

Figure 9 shows the closed loop response for the trajectory tracking task of the switched input model as well as the precision and rapidity of the unknown... Closed loop

After having defined the relative degree and observability indices via the extended Lie derivative for nonlinear time- delay systems in the framework of non-commutative rings, we

Based on the algebraic framework proposed in [19], the problem of causal and non-causal observability of the states and unknown inputs for nonlinear time-delay systems has been

Although the parameter estimation tech- nique is still inspired from the fast identification techniques that were proposed (Fliess M., 2003) for linear, finite-dimensional models,

Delay identification in time-delay systems using variable structure observers.. Serguey Drakunov, Wilfrid Perruquetti, Jean-Pierre Richard,

This paper deals with the design of observers for linear systems with unknown, time-varying, but bounded delays (on the state and on the input).. In this work, the problem is solved

Abstract: This paper deals with the design of observers for linear systems with unknown, time-varying, but bounded delays (on the state and on the input).. In this work, the problem