A real-time identification algorithm for switched linear systems with bounded noise
Résumé
We present in this paper a recursive identification algorithm for switched linear systems in the presence of bounded noise. At each time, the algorithm consists in two successive steps: in a first step the algorithm realizes the estimation of the discrete state, in a second step it realizes the identification of the sub-models. The identification step is based on an Outer Bounding Ellipsoid (OBE) type algorithm suitable for system identification with bounded noise. A Simulation example is provided to illustrate the performance of the proposed method.