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
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
相关论文
共 50 条
  • [31] IDENTIFICATION OF LINEAR HYDROLOGIC SYSTEMS' RESPONSE FROM SHORT RECORDS IN THE PRESENCE OF NOISE.
    Neuman, Shlomo P.
    de Marsily, Ghislain
    1975, : 53 - 68
  • [32] Input disturbance estimation for linear systems in the bounded noise context
    Grobov, Igor D.
    Asian Journal of Control, 2001, 3 (04) : 300 - 308
  • [33] Nonparametric System identification of Stochastic Switched Linear Systems
    Sarkar, Tuhin
    Rakhlin, Alexander
    Dahleh, Munther
    2019 IEEE 58TH CONFERENCE ON DECISION AND CONTROL (CDC), 2019, : 3623 - 3628
  • [34] Identification of Switched Linear Systems via Sparse Optimization
    Jiang, Weisen
    Fang, Hai-Tao
    IFAC PAPERSONLINE, 2015, 48 (28): : 680 - 685
  • [35] Identification of switched linear systems via sparse optimization
    Bako, Laurent
    AUTOMATICA, 2011, 47 (04) : 668 - 677
  • [36] An alternating optimization method for switched linear systems identification
    Bianchi, Federico
    Falsone, Alessandro
    Piroddi, Luigi
    Prandini, Maria
    IFAC PAPERSONLINE, 2020, 53 (02): : 1071 - 1076
  • [37] An identification technique for ARMA systems in the presence of noise
    Fattah, S. A.
    Zhu, W. -P.
    Ahmad, M. O.
    2007 CANADIAN CONFERENCE ON ELECTRICAL AND COMPUTER ENGINEERING, VOLS 1-3, 2007, : 888 - 891
  • [38] Bounding the State Covariance Matrix for Switched Linear Systems with Noise
    Klett, Corbin
    Abate, Matthew
    Yoon, Yongeun
    Coogan, Samuel
    Feron, Eric
    2020 AMERICAN CONTROL CONFERENCE (ACC), 2020, : 2876 - 2881
  • [39] Robust Stabilization of Switched Linear Systems with Wiener Process Noise
    Raouf, J.
    Michalska, H.
    49TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC), 2010, : 6493 - 6498
  • [40] Sequential identification and control for bounded-noise ARX systems
    Królikowski, A
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2001, 46 (02) : 325 - 331