On-line structured identification of switching systems with possibly varying orders

This paper is concerned with the identification of piecewise linear MIMO state space systems in a recursive way. The proposed method summons up benefits of recursive parameters estimation, on-line switching times detection and on-line order estimation. A structured identification scheme which applied on-line, allows to track both the extended observability matrix range space and its dimension. This method is used on-line to blindly identify switching systems and to label the different submodels. Since subspace identification methods rely on batch data block matrices, a minimum dwell time in each discrete state is necessary to achieve good performances. Simulation results comfort this point and illustrate the abilities and the benefits of the proposed approach.