An Algebraic Geometric Approach to the Identification of a Class of Linear Hybrid Systems

Abstract

We propose an algebraic geometric solution to the identification of a class of linear hybrid systems. We show that the identification of the model parameters can be decoupled from the inference of the hybrid state and the switching mechanism generating the transitions, hence we do not constraint the switches to be separated by a minimum dwell time. The decoupling is obtained from the so-called hybrid decoupling constraint, which establishes a connection between linear hybrid system identification, polynomial factorization and hyperplane clustering. In essence, we represent the number of discrete states n as the degree of a homogeneous polynomial p and the model parameters as factors of p. We then show that one can estimate n from a rank constraint on the data, the coefficients of p from a linear system, and the model parameters from the derivatives of p. The solution is closed form if and only if n ≤ 4. Once the model parameters have been identified, the estimation of the hybrid state becomes a simpler problem. Although our algorithm is designed for noiseless data, we also present simulation results with noisy data.