Discrete approximation methods for parameter identification in delay systems

Abstract

Approximation schemes for parameter identification problems in which the governing state equation is a linear functional differential equation of retarded type are constructed. The basis of the schemes is the replacement of the parameter identification problem having an infinite dimensional state equation by a sequence of approximating parameter identification problems in which the states are given by finite dimensional discrete difference equations. The difference equations are constructed using linear semigroup theory and rational function approximations to the exponential. Sufficient conditions are given for the convergence of solutions to the approximating problems, which can be obtained using conventional methods, to solutions to the original parameter identification problem. Finite difference and spline based schemes using Paderational function approximations to the exponential are constructed, and shown to satisfy the sufficient conditions for convergence. A discussion and analysis of numerical results obtained through the application of the schemes to several examples is included.