Least Squares Based Iterative Parameter Estimation Algorithm for State Space Model with Time-Delay

This paper researches parameter estimation problem for state space systems with time-delay. Combing the linear transformation and the property of the shift operator, the state space model with time-delay can be equivalent to the input-output representation and then can be transformed into the identification model. The least squares based iterative parameter estimation algorithm is raised to identify the system with time-delay and makes full use of all data at each iteration and thus can generate highly accurate parameter estimates. Finally, the example is provided to validate the proposed theorems.