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arXiv 2210.01488eess.SYcs.SY
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连续时间线性切换状态空间模型的直接辨识

Direct identification of continuous-time linear switched state-space models

Manas Mejari, Dario Piga

摘要:

提出了一种线性切换状态空间(LSS)模型的直接连续时间(CT)辨识算法。直接CT识别的关键思想是基于由LSS模型和积分块组成的积分架构。该结构用于近似切换系统的连续时间状态映射。提出了一种基于积分结构的合理构造的客观准则,用于估计LSS模型的未知参数和信号。采用坐标下降算法优化该目标,该算法在计算未知模型矩阵、切换序列和估计状态变量之间交替进行。仿真实例表明了该算法的有效性。

英文摘要:

This paper presents an algorithm for direct continuous-time (CT) identification of linear switched state-space (LSS) models. The key idea for direct CT identification is based on an integral architecture consisting of an LSS model followed by an integral block. This architecture is used to approximate the continuous-time state map of a switched system. A properly constructed objective criterion is proposed based on the integral architecture in order to estimate the unknown parameters and signals of the LSS model. A coordinate descent algorithm is employed to optimize this objective, which alternates between computing the unknown model matrices, switching sequence and estimating the state variables. The effectiveness of the proposed algorithm is shown via a simulation case study.

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