Identification algorithm for piecewise affine systems with bounded disturbances
Résumé
This paper presents a new identification algorithm for Piecewise Affine Autoregressive exogenous (PWARX) models in the presence of bounded disturbances. This problem includes the estimation of both parameters of the sub-models and the polyhedral partition of the regressor domain. The proposed algorithm proceeds in two stages. In the first stage, it associates each data point to the most suitable sub-model and realizes the identification of the parameters of each sub-model. This stage is based on an Outer Bounding Ellipsoid (OBE) type algorithm suitable for system identification with bounded disturbances. In the second stage, the algorithm achieves the estimation of the parameter defining the polyhedral partition. A numerical example is given so as to illustrate performance of the algorithm.
Mots clés
Estimation
Partitioning algorithms
Classification algorithms
Indexes
Stochastic processes
Computational modeling
Upper bound
Autoregressive processes
Parameter estimation
Piecewise constant techniques
Regression analysis
Piecewise Affine systems
Bounded disturbance
Parameter identification
Regions estimation