Solution and Parameter Estimation in Linear Time-Invariant Delayed Systems Using Laguerre Polynomial Expansion

Finite dimensional Laguerre polynomial expansion can be applied to approximate the solution of linear time-invariant systems. Here, we extend this approach to systems with small time delay by introducing a delay matrix operator to the system equations. In addition, parameters of linear unity-feedback systems with small time delay can also be estimated by using the Laguerre expansion. In this paper we provide algorithms for large scale systems to avoid direct matrix inversion and give examples to demonstrate the approximation.