A gradient algorithm for the identification of interconnected discrete time varying systems

Purpose An identification scheme to identify interconnected discrete-time (DT) varying systems. Design/methodology/approach The purpose of this paper is the identification of interconnected discrete time varying systems. The proposed technique permits the division of global system to many subsystems by building a vector observation of each subsystem and then using the gradient method to identify the time-varying parameters of each subsystem. The convergence of the presented algorithm is proven under a given condition. Findings The effectiveness of the proposed technique is then shown with application to a simulation example. Originality/value In the past decade, there has been a renewed interest in interconnected systems that are multidimensional and composed of similar subsystems, which interact with their closest neighbors. In this context, the concept of parametric identification of interconnected systems becomes relevant, as it considers the estimation problem of such systems. Therefore, the identification of interconnected systems is a challenging problem in which it is crucial to exploit the available knowledge about the interconnection structure. For time-varying systems, the identification problem is much more difficult. To cope with this issue, this paper addresses the identification of DT dynamical models, composed by the interconnection of time-varying systems.