Finite-sample analysis of identification of switched linear systems with arbitrary or restricted switching

Finite-sample analysis of identification of switched linear systems with arbitrary or restricted switching

Shi, S. (TU Delft Team Bart De Schutter)
Mazhar, Othmane (KTH Royal Institute of Technology)
De Schutter, B.H.K. (TU Delft Team Bart De Schutter)

2022

For the identification of switched systems with measured states and a measured switching signal, this work aims to analyze the effect of switching strategies on the estimation error. The data is assumed to be collected from globally asymptotically or marginally stable switched systems under switches that are arbitrary or subject to an average dwell time constraint. Then the switched system is estimated by the least-squares (LS) estimator. To capture the effect of the parameters of the switching strategies on the LS estimation error, finite-sample error bounds are developed in this work. The obtained error bounds show that the estimation error is logarithmic of the switching parameters when there are only stable modes; however, when there are unstable modes, the estimation error bound can increase linearly as the switching parameter changes. This suggests that in the presence of unstable modes, the switching strategy should be properly designed to avoid the significant increase of the estimation error.

Control systems
Estimation error
Identification
Linear systems
Measurement uncertainty
Switched systems
Switches
Upper bound

http://resolver.tudelft.nl/uuid:a1b8e46d-5e7e-45d2-ab72-a2a104cd73be

https://doi.org/10.1109/LCSYS.2022.3187511

2023-07-01

2475-1456

IEEE Control Systems Letters, 7, 121-126

Green Open Access added to TU Delft Institutional Repository 'You share, we take care!' - Taverne project https://www.openaccess.nl/en/you-share-we-take-care Otherwise as indicated in the copyright section: the publisher is the copyright holder of this work and the author uses the Dutch legislation to make this work public.

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journal article

© 2022 S. Shi, Othmane Mazhar, B.H.K. De Schutter