Identification of switched linear systems via sparse optimization

  • Authors:
  • Laurent Bako

  • Affiliations:
  • -

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 2011

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Abstract

The work presented in this paper is concerned with the identification of switched linear systems from input-output data. The main challenge with this problem is that the data are available only as a mixture of observations generated by a finite set of different interacting linear subsystems so that one does not know a priori which subsystem has generated which data. To overcome this difficulty, we present here a sparse optimization approach inspired by very recent developments from the community of compressed sensing. We formally pose the problem of identifying each submodel as a combinatorial @?"0 optimization problem. This is indeed an NP-hard problem which can interestingly, as shown by the recent literature, be relaxed into a (convex) @?"1-norm minimization problem. We present sufficient conditions for this relaxation to be exact. The whole identification procedure allows us to extract the parameter vectors (associated with the different subsystems) one after another without any prior clustering of the data according to their respective generating-submodels. Some simulation results are included to support the potentialities of the proposed method.