Home > System Identification > 14th IFAC Symposium on System Identification, 2006 > Algorithm for real-time identification and order estimation of jump-linear systems
Algorithm for real-time identification and order estimation of jump-linear systems
System Identification, Volume # 14 | Part# 1
Location: , Australia
National Organizing Committee Chair: Brett Ninness,
Håkan Hjalmarsson
International Program Committee Chair: Iven Mareels
Conference Editor: Brett Ninness,
Håkan Hjalmarsson
Authors
Jorn Op Den Buijs; Lizette Warner; Nicolas W. Chbat; Hal H. Ottesen
Identifier
10.3182/20060329-3-AU-2901.00053
Index Terms
order,piecewise,recursive,system identification
Abstract
In this paper, we propose a novel method for the real-time identification and simultaneous order estimation of a class of piecewise linear systems, namely jump-linear systems. The parameters, orders and time instances of switching are identified, based on a recursive weighted least-squares scheme and pole-zero cancellations. Several examples demonstrate the effectiveness of the algorithm. The proposed real-time technique is promising for use in patient monitoring and feedback control systems.
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