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Convergence analysis of a real-time identification algorithm for switched linear systems with bounded noise

Abstract : We consider the problem of a real-time identification of switched linear systems in the presence of bounded noise. This is a challenging problem that involves the association of each data to the most suitable sub-system and the estimation of the parameters of all sub-systems. The proposed algorithm is based on an Outer Bounding Ellipsoid (OBE) type algorithm appropriate for real-time system identification with bounded noise. An analysis of convergence and stability is provided.
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https://hal-normandie-univ.archives-ouvertes.fr/hal-01825011
Contributor : Mathieu Pouliquen Connect in order to contact the contributor
Submitted on : Wednesday, June 27, 2018 - 9:43:29 PM
Last modification on : Saturday, June 25, 2022 - 9:51:58 AM

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Abdelhak Goudjil, Mathieu Pouliquen, Eric Pigeon, Olivier Gehan. Convergence analysis of a real-time identification algorithm for switched linear systems with bounded noise. 2016 IEEE 55th Conference on Decision and Control (CDC), Dec 2016, Las Vegas, United States. pp.2957-2962, ⟨10.1109/CDC.2016.7798710⟩. ⟨hal-01825011⟩

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