A fast identification algorithm for systems with delayed inputs

A fast identification algorithm is proposed for systems with delayed inputs. It is based on a non-asymptotic distributional estimation technique initiated in the framework of systems without delay. Such technique leads to simple realization schemes, involving integrators, multipliers and piecewise polynomial or exponential time functions. Thus, it allows for a real time implementation. In order to introduce a generalization to systems with input delay, three simple examples are presented here. The first illustration is a first order model with delayed input and noise. Then, a second order system driven through a transmission line is considered. A third example shows a possible link between simultaneous identification and generalized eigenvalue problems.