Reference
S. Shi, O. Mazhar, and B. De Schutter, "Finite-sample analysis of
identification of switched linear systems with arbitrary or restricted
switching,"
IEEE Control Systems Letters, vol. 7, pp.
121-126, 2023.
Abstract
For the identification of switched systems with measured states and a measured
switching signal, this work aims to analyze the effect of switching strategies
on the estimation error. The data is assumed to be collected from globally
asymptotically or marginally stable switched systems under switches that are
arbitrary or subject to an average dwell time constraint. Then the switched
system is estimated by the least-squares (LS) estimator. To capture the effect
of the parameters of the switching strategies on the LS estimation error,
finite-sample error bounds are developed in this work. The obtained error
bounds show that the estimation error is logarithmic of the switching
parameters when there are only stable modes; however, when there are unstable
modes, the estimation error bound can increase linearly as the switching
parameter changes. This suggests that in the presence of unstable modes, the
switching strategy should be properly designed to avoid the significant
increase of the estimation error.
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BibTeX
@article{ShiMaz:23-035,
author = {Shi, Shengling and Mazhar, Othmane and De Schutter, Bart},
title = {Finite-Sample Analysis of Identification of Switched Linear
Systems with Arbitrary or Restricted Switching},
journal = {IEEE Control Systems Letters},
volume = {7},
pages = {121--126},
year = {2023}
}