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This study considers offline identification of switched linear MIMO systems using measurements from their inputs and outputs. This is a class of non-convex optimization and ill-posed problems. To convert this optimization into a binary integer programming problem, the proposed approach assumes that the number of switches among the subsystems is upper-bounded. The state-space realization of each sub-system...
This paper aims at identifying switched linear systems, which are described by noisy input/output data. This problem is originally non-convex and ill-posed. The proposed approach utilizes bounded-switching clustering method to convert the problem into a binary integer optimization and least square. This method optimally divides a time series into several clusters whose parameters are piecewise constant...
Non-stationary time series analysis is important in the study of complex systems. Finding mathematical models for such complex systems with transitions between different phases is an ill-posed problem. This paper brings the problem of time series analysis into the context of hybrid modeling. Approximating the hybrid system by a switched linear system, the problem is reduced to identifying the switching...
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