Identification scheme for switched linear systems in presence of bounded noise

被引：0
|
作者：
Goudjil, Abdelhak [1 ]
Pouliquen, Mathieu [1 ]
Pigeon, Eric [1 ]
Gehan, Olivier [1 ]
机构：
[1] Normandie Univ, UNICAEN, ENSICAEN, LAC, F-14000 Caen, France
来源：
INTERNATIONAL JOURNAL OF MODELLING IDENTIFICATION AND CONTROL | 2019年 / 33卷 / 01期
关键词：
identification; switched linear systems; outer bounding ellipsoid; bounded noise; PIECEWISE AFFINE SYSTEMS; RECURSIVE-IDENTIFICATION; LEAST-SQUARES; ARX MODELS; ALGORITHM; OBSERVABILITY; OPTIMIZATION; REGRESSION; NUMBER;
D O I：
10.1504/IJMIC.2019.103967
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper proposes an online switched linear system identification algorithm based on a modified outer bounding ellipsoid algorithm. It alternates between estimating discrete states and system parameters. This algorithm can be adapted to solve offline identification as well as MIMO system identification. Some geometric intuition is also provided. Simulation results show that the algorithm has improvement in both estimation error and computation time over existing algorithms.
引用
收藏
页码：76 / 88
页数：13
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