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Register a new userIdentification of Switched Autoregressive Systems from Large Noisy Data Sets
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The paper introduces a novel methodology for the identification of coefficients of switched autoregressive linear models. We consider the case when the systems outputs are contaminated by possibly large values of measurement noise. It is assumed that only partial information on the probability distribution of the noise is available. Given input-output data, we aim at identifying switched system coefficients and parameters of the distribution of the noise which are compatible with the collected data. System dynamics are estimated through expected values computation and by exploiting the strong law of large numbers. We demonstrate the efficiency of the proposed approach with several academic examples. The method is shown to be extremely effective in the situations where a large number of measurements is available; cases in which previous approaches based on polynomial or mixed-integer optimization cannot be applied due to very large computational burden.
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The paper introduces novel methodologies for the identification of coefficients of switched autoregressive and switched autoregressive exogenous linear models. We consider cases which systems outputs are contaminated by possibly large values of noise for the both case of measurement noise in switched autoregressive models and process noise in switched autoregressive exogenous models. It is assumed that only partial information on the probability distribution of the noise is available. Given input-output data, we aim at identifying switched system coefficients and parameters of the distribution of the noise, which are compatible with the collected data. We demonstrate the efficiency of the proposed approach with several academic examples. The method is shown to be extremely effective in the situations where a large number of measurements is available; cases in which previous approaches based on polynomial or mixed-integer optimization cannot be applied due to very large computational burden.
This paper introduces a novel methodology for the identification of switching dynamics for switched autoregressive linear models. Switching behavior is assumed to follow a Markov model. The systems outputs are contaminated by possibly large values of measurement noise. Although the procedure provided can handle other noise distributions, for simplicity, it is assumed that the distribution is Normal with unknown variance. Given noisy input-output data, we aim at identifying switched system coefficients, parameters of the noise distribution, dynamics of switching and probability transition matrix of Markovian model. System dynamics are estimated using previous results which exploit algebraic constraints that system trajectories have to satisfy. Switching dynamics are computed with solving a maximum likelihood estimation problem. The efficiency of proposed approach is shown with several academic examples. Although the noise to output ratio can be high, the method is shown to be extremely effective in the situations where a large number of measurements is available.
This paper generalizes the Lasalle-Yoshizawa Theorem to switched nonsmooth systems. Filippov and Krasovskii regularizations of a switched system are shown to be contained within the convex hull of the Filippov and Krasovskii regularizations of the subsystems, respectively. A candidate common Lyapunov function that has a negative semidefinite derivative along the trajectories of the subsystems is shown to be sufficient to establish LaSalle-Yoshizawa results for the switched system. Results for regular and non-regular candidate Lyapunov functions are presented using an appropriate generalization of the time derivative. The developed generalization is motivated by adaptive control of switched systems where the derivative of the candidate Lyapunov function is typically negative semidefinite.
In this short paper, we aim at developing algorithms for sparse Volterra system identification when the system to be identified has infinite impulse response. Assuming that the impulse response is represented as a sum of exponentials and given input-output data, the problem of interest is to find the simplest nonlinear Volterra model which is compatible with the a priori information and the collected data. By simplest, we mean the model whose impulse response has the least number of exponentials. The algorithms provided are able to handle both fragmented data and measurement noise. Academic examples at the end of paper show the efficacy of proposed approach.
In this paper, we develop a compositional scheme for the construction of continuous approximations for interconnections of infinitely many discrete-time switched systems. An approximation (also known as abstraction) is itself a continuous-space system, which can be used as a replacement of the original (also known as concrete) system in a controller design process. Having designed a controller for the abstract system, it is refined to a more detailed one for the concrete system. We use the notion of so-called simulation functions to quantify the mismatch between the original system and its approximation. In particular, each subsystem in the concrete network and its corresponding one in the abstract network are related through a notion of local simulation functions. We show that if the local simulation functions satisfy certain small-gain type conditions developed for a network containing infinitely many subsystems, then the aggregation of the individual simulation functions provides an overall simulation function quantifying the error between the overall abstraction network and the concrete one. In addition, we show that our methodology results in a scale-free compositional approach for any finite-but-arbitrarily large networks obtained from truncation of an infinite network. We provide a systematic approach to construct local abstractions and simulation functions for networks of linear switched systems. The required conditions are expressed in terms of linear matrix inequalities that can be efficiently computed. We illustrate the effectiveness of our approach through an application to AC islanded microgirds.
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