A finite element based method for identification of switched linear systems

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 times and model parameters. To address this problem, the non-stationary time series clustering technique based on Finite Elements is used for modeling of switched linear systems. The advantage of this method is that it is not necessary to add restrictive statistical assumptions on system variables. Illustrative examples have been provided to verify the proposed algorithm.