A Recursive Delay Estimation Algorithm for Linear Multivariable Systems with Time-varying Delays

Abstract: Time delay estimation plays a critical role in control, stabilization and state estimation of many practical system with time delay. In this paper, we propose a method to estimate delay for discrete time linear multiple-input multiple-output systems with time-varying input delays. This method is purposefully given for situations where only a limited amount of information is available for the system. Although, this approach is primarily developed in a deterministic framework, it can also be applied to noisy data under special circumstances. In addition, switched linear autoregressive models with exogenous inputs are introduced as possible applications of the presented algorithm provided that the switching frequencies are small. Finally, effectiveness of the algorithm is illustrated by two numerical examples.