Estimation of time delay and lag relationship of quadratic systems

Abstract

This paper is concerned with the identification of a quadratic non-linear system. The identification includes the estimation of the lag (delay) relationship of the input process, the lead lag (time delay) of the input/output system and the unknown parameters. The estimation procedures are based on the second-order covariances, cross-covariances and spectral densities. The estimation methods described here are illustrated with numerical examples.