Identification of Self-Excited Systems Using Discrete-Time, Time-Delayed Lur'e Models

This paper considers system identification for systems whose output is asymptotically periodic under constant inputs. The model used for system identification is a discrete-time Lur'e model consisting of asymptotically stable linear dynamics, a time delay, a washout filter, and a static nonlinear feedback mapping. For sufficiently large scaling of the loop transfer function, these components cause divergence under small signal levels and decay under large signal amplitudes, thus producing an asymptotically oscillatory output. A leastsquares technique is used to estimate the coefficients of the linear model as well as the parameters of a piecewise-linear approximation of the feedback mapping.