State estimation for switched linear systems

In this paper, we address the problem of state estimation of linear switched discrete time models from a finite set of input-output data. This is a challenging problem since it requires estimating the active discrete state and its continuous observer. In fact, we propose a hybrid state observer design which consists of two stages. The first allows to determine the active discrete state using a classification algorithm that associated the current data to its appropriate submodel. The second stage is used to estimate the corresponding continuous observer. Simulation results are presented to illustrate the performance of the proposed method.