Identification scheme for switched linear systems in presence of bounded noise
by Abdelhak Goudjil; Mathieu Pouliquen; Eric Pigeon; Olivier Gehan
International Journal of Modelling, Identification and Control (IJMIC), Vol. 33, No. 1, 2019

Abstract: 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.

Online publication date: Wed, 04-Dec-2019

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