An iterative algebraic geometric approach for identification of switched ARX models with noise

Abstract

The algebraic geometric (AG) approach has been used to identify switched auto regressive exogenous (SARX) models in hybrid systems, and it has several advantages over other SARX identification methods. This paper is focused on improving the estimation accuracy of the AG approach for systems corrupted with indispensable noises. A stochastic hybrid decoupling polynomial (SHDP) is constructed by reformulating the hybrid decoupling polynomial (HDP) used in the original AG method. An iterative scheme is developed to estimate parameters of the SHDP, which are used to calculate the SARX model parameters. This estimation involves linear regression with multiplicative noises, therefore a novel approach is proposed to solve this regression problem. Then, the parameters are recovered from the SHDP. Finally, all these steps for SARX model identification are summarized in an algorithm called the iterative algebraic geometric (IAG) approach. Simulations and experimental validation results are shown to demonstrate the effectiveness of and the improvement made by the proposed IAG method.