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Title: Efficient Identification of Error-in-Variables Switched Systems via a Sum-of-Squares Polynomial Based Subspace Clustering Method
This paper addresses the problem of identification of error in variables switched linear models from experimental input/output data. This problem is known to be generically NP hard and thus computationally expensive to solve. To address this difficulty, several relaxations have been proposed in the past few years. While solvable in polynomial time these (convex) relaxations tend to scale poorly with the number of points and number/order of the subsystems, effectively limiting their applicability to scenarios with relatively small number of data points. To address this difficulty, in this paper we propose an efficient method that only requires performing (number of subsystems) singular value decompositions of matrices whose size is independent of the number of points. The underlying idea is to obtain a sum-of-squares polynomial approximation of the support of each subsystem one-at-a-time, and use these polynomials to segment the data into sets, each generated by a single subsystem. As shown in the paper, exploiting ideas from Christoffel's functions allows for finding these polynomial approximations simply by performing SVDs. The parameters of each subsystem can then be identified from the segmented data using existing error-in-variables (EIV) techniques.  more » « less
Award ID(s):
1638234 1814631 1646121
PAR ID:
10176079
Author(s) / Creator(s):
; ;
Date Published:
Journal Name:
2019 IEEE 58th Conference on Decision and Control (CDC)
Page Range / eLocation ID:
3429 to 3434
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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