论文标题
直接识别连续时间线性切换状态空间模型
Direct identification of continuous-time linear switched state-space models
论文作者
论文摘要
本文提出了一种用于直接连续时间（CT）识别状态空间（LSS）模型的算法。直接CT标识的关键思想是基于由LSS模型组成的积分体系结构，然后是一个积分块。该体系结构用于近似交换系统的连续时间状态图。为了估算LSS模型的未知参数和信号，提出了正确构建的客观标准。使用坐标下降算法来优化该目标，该目标在计算未知模型矩阵，切换序列和估计状态变量之间交替。通过模拟案例研究显示了所提出算法的有效性。
This paper presents an algorithm for direct continuous-time (CT) identification of linear switched state-space (LSS) models. The key idea for direct CT identification is based on an integral architecture consisting of an LSS model followed by an integral block. This architecture is used to approximate the continuous-time state map of a switched system. A properly constructed objective criterion is proposed based on the integral architecture in order to estimate the unknown parameters and signals of the LSS model. A coordinate descent algorithm is employed to optimize this objective, which alternates between computing the unknown model matrices, switching sequence and estimating the state variables. The effectiveness of the proposed algorithm is shown via a simulation case study.
