Subspace identification of switching model

Komi Pekpe (1) , Gilles Gasso (1) , Gilles Mourot (1) , José Ragot (1)

1 CRAN - Centre de Recherche en Automatique de Nancy

Subspace identication of switching model is considered in this paper. Here the switching model is supposed to be a sum of weighted linear models. The method established uses recursive subspace identification to estimate the switching function and least squares method for local model Markov parameters estimation. To perform the computation of the weighting functions a two-steps algorithm (switching times determination and model merging) is given. Finally the local model parameter estimation is based on the estimation of the Markov parameters.

Mots clés: switching model; Markov parameters; least squares; weighting function; recursive subspace identification.

Domaines: Sciences de l'ingénieur [physics]; Automatique / Robotique

Komi Pekpe, Gilles Gasso, Gilles Mourot, José Ragot. Subspace identification of switching model. 13th IFAC Symposium on System Identification, SYSID, Aug 2003, Rotterdam, Netherlands. ⟨hal-01188371⟩