New Results on Wiener Time delay System Identification

According to the Hierarchical identification principle, the auxiliary model approach and the rounding properties, we derive a recursive algorithm for the identification of Wiener time delay systems. The main idea of the proposed algorithm consists in decomposing the nonlinear cost function into two cost functions. The gradient and the Levenberg-Marquardt approaches are then used to minimize these cost functions in order to estimate simultaneously the time delay and the system parameters of the linear and the nonlinear blocks. The convexity condition to authorize the use of the rounding property is also developed. A simulation example is finally presented to illustrate the effectiveness of the proposed method.