A Discrete Method for Parameter Identification in Linear Systems with Transport Lags

Linear dynamical systems with transport lags are characterized by linear differential-difference equations. The task of identifying unknown parameters in such systems from the input-output data is difficult due to mathematical complications associated with differentialdifference equations. This paper presents a method which solves the identification problem. The method is digitally oriented and shows how a continuous-time system can be identified by discrete techniques. The solution is based on Kalman's least square method. The identification procedure essentially involves two steps: 1) discretizing the continuous system via finite difference approximation, and 2) estimating the parameters through the identification of the resulting discrete model. Experimental results have verified the validity of the proposed method.