Abstract | ||
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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 |
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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 Bako | 1 | 134 | 14.80 |
Khaled Boukharouba | 2 | 18 | 1.64 |
Eric Duviella | 3 | 23 | 11.69 |
Stéphane Lecoeuche | 4 | 57 | 13.03 |