Title
Switched affine models for describing nonlinear systems
Abstract
In this work, a recursive procedure is derived for the identification of switched affine models from input-output data. Starting from some initial values of the parameter vectors that represent the different submodels, the proposed algorithm alternates between data assignment to submodels and parameter update. At each time instant, the discrete state is determined as the index of the submodel that, in term of the prediction error, appears to have most likely generated the regressor vector observed at that instant. Given the estimated discrete state, the associated parameter vector is updated based on recursive least squares. Convergence of the whole procedure although not theoretically proved, seems to be easily achieved when enough rich data are available. Finally performance is tested through some computer simulations and the modeling of an open channel system.
Year
DOI
Venue
2009
10.3182/20090916-3-ES-3003.00071
IFAC Proceedings Volumes
Keywords
Field
DocType
hybrid systems,piecewise affine systems,system identification,open channel systems
Convergence (routing),Affine transformation,Applied mathematics,Nonlinear system,Affine combination,Control theory,System identification,Hybrid system,Recursive least squares filter,Mathematics,Recursion
Conference
Volume
Issue
ISSN
42
17
1474-6670
Citations 
PageRank 
References 
1
0.37
8
Authors
4
Name
Order
Citations
PageRank
Laurent Bako113414.80
Khaled Boukharouba2181.64
Eric Duviella32311.69
Stéphane Lecoeuche45713.03