Preprint
Identification of Switched Linear Systems: Persistence of Excitation and Numerical Algorithms
ArXiv.org
12/06/2021
Abstract
This paper investigates two issues on identification of switched linear systems: persistence of excitation and numerical algorithms. The main contribution is a much weaker condition on the regressor to be persistently exciting that guarantees the uniqueness of the parameter sets and also provides new insights in understanding the relation among different subsystems. It is found that for uniquely determining the parameters of switched linear systems, the minimum number of samples needed derived from our condition is much smaller than that reported in the literature. The secondary contribution of the paper concerns the numerical algorithm. Though the algorithm is not new, we show that our surrogate problem, relaxed from an integer optimization to a continuous minimization, has exactly the same solution as the original integer optimization, which is effectively solved by a block-coordinate descent algorithm. Moreover, an algorithm for handling unknown number of subsystems is proposed. Several numerical examples are illustrated to support theoretical analysis.
Details
- Title: Subtitle
- Identification of Switched Linear Systems: Persistence of Excitation and Numerical Algorithms
- Creators
- Biqiang MuTianshi ChenChangming ChengEr-Wei Bai
- Resource Type
- Preprint
- Publication Details
- ArXiv.org
- ISSN
- 2331-8422
- Language
- English
- Date posted
- 12/06/2021
- Academic Unit
- Electrical and Computer Engineering
- Record Identifier
- 9984201417402771
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