Minimality and identifiability of discrete‐time switched autoregressive exogenous systems

Petreczky Mihaly (1) , Laurent Bako (2) , S. Lecoeuche (3) , K.M.D. Motchon (4)

1 CRIStAL - Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189
2 AIS - Ampère, Département Automatique pour l'Ingénierie des Systèmes
3 IMT Lille Douai - Ecole nationale supérieure Mines-Télécom Lille Douai
4 CRESTIC - Centre de Recherche en Sciences et Technologies de l'Information et de la Communication - EA 3804

The paper studies the problem of minimality and identifiability for Switched Auto-Regressive eXogenous (abbreviated by SARX) systems. We propose formal definitions of the concepts of identifiability and minimality for SARX models. Based on these formalizations, we derive conditions for minimality and identifiability of SARX systems. In particular, we show that polynomially parameterized SARX systems are generically identifiable.

Mots clés: hybrid systems; Switched ARX systems; minimality; identifiability; system identification; hybrid systems

Domaines: Systèmes et contrôle [cs.SY]; Automatique / Robotique

Petreczky Mihaly, Laurent Bako, S. Lecoeuche, K.M.D. Motchon. Minimality and identifiability of discrete‐time switched autoregressive exogenous systems. International Journal of Robust and Nonlinear Control, 2020, 30 (15), pp.5871-5891. ⟨10.1002/rnc.5039⟩. ⟨hal-02931355⟩