DocumentCode
424629
Title
Identification of PWARX hybrid models with unknown and possibly different orders
Author
Vidal, Reneé
Author_Institution
Dept. of Biomedical Eng., Johns Hopkins Univ., Baltimore, MD, USA
Volume
1
fYear
2004
fDate
June 30 2004-July 2 2004
Firstpage
547
Abstract
We consider the problem of identifying the orders and the model parameters of PWARX hybrid models from noiseless input/output data. We cast the identification problem in an algebraic geometric framework in which the number of discrete states corresponds to the degree of a multivariate polynomial p and the orders and the model parameters are encoded on the factors of p. We derive a rank constraint on the input/output data from which one can estimate the coefficients of p. Given p, we show that one can estimate the orders and the parameters of each ARX model from the derivatives of p at a collection of regressors that minimize a certain objective function. Our solution does not require previous knowledge about the orders of the ARX models (only an upper bound is needed), nor does it constraint the orders to be equal. Also the switching mechanism can be arbitrary; hence the switches need not be separated by a minimum dwell time. We illustrate our approach with an algebraic example of a switching circuit and with simulation results in the presence of noisy data.
Keywords
autoregressive processes; discrete time systems; identification; piecewise polynomial techniques; algebraic geometric framework; discrete time hybrid system; identification problem; piecewise autoregressive exogenous system; switching mechanism;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 2004. Proceedings of the 2004
Conference_Location
Boston, MA, USA
ISSN
0743-1619
Print_ISBN
0-7803-8335-4
Type
conf
Filename
1383660
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