A real-time identification algorithm for switched linear systems with bounded noise

A real-time identification algorithm for switched linear systems with bounded noise
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有界噪声切换线性系统的实时辨识算法

DOI:
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发表时间:
2016
期刊:
European Control Conference
影响因子:
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通讯作者:
O. Gehan
O. Gehan
中科院分区:
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文献类型:
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作者:
Abdelhak Goudjil;M. Pouliquen;E. Pigeon;O. Gehan

文献摘要

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本文提出了存在有界噪声的切换线性系统的递归辨识算法。每次算法分为两个连续的步骤:第一步算法实现离散状态的估计,第二步算法实现子模型的识别。识别步骤基于适用于有界噪声的系统识别的外边界椭球(OBE)型算法。最后通过仿真实例验证了该方法的有效性。
We present in this paper a recursive identification algorithm for switched linear systems in the presence of bounded noise. At each time, the algorithm consists in two successive steps: in a first step the algorithm realizes the estimation of the discrete state, in a second step it realizes the identification of the sub-models. The identification step is based on an Outer Bounding Ellipsoid (OBE) type algorithm suitable for system identification with bounded noise. A Simulation example is provided to illustrate the performance of the proposed method.