Identification of Switching ARX Models for Hybrid Systems

Sohail Nazari
2013
This dissertation explores the development of a system identification method for Switching ARX (SARX) models for Off-line and Online applications. The switching sequence in SARX models converts the model parameter's estimation into a mix-integer optimization problem. To cope with complexity of the problem, an existing approach that provides an alternative formulation for multi-mode switching models is adopted. The Algebraic Geometric approach addresses the aforementioned problem by executing
more » ... identification procedure via two steps. The first step estimates the parameters of the linear ARX model, which is constructed through embedding all the sub-models. The second step retrieves parameters of sub-models from the estimated model obtained in the first step. Although the AG method delivers exact estimation in
doi:10.7939/r3709f fatcat:qxag4kodwjajtaxwrszaoqwo7a