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Conference Papers Year : 2016

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

Abdelhak Goudjil
Mathieu Pouliquen
Eric Pigeon
Olivier Gehan
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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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Dates and versions

hal-01825011 , version 1 (27-06-2018)

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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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