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Switching systems: active mode recognition, identification of the switching law
Elom Ayih Domlan, José Ragot, Didier Maquin
To cite this version:
Elom Ayih Domlan, José Ragot, Didier Maquin. Switching systems: active mode recognition, iden-
tification of the switching law. Journal of Control Science and Engineering, Hindawi Publishing
Corporation, 2007, 2007, pp.ID 50796. �10.1155/2007/50796�. �hal-00195472�
of the Swithing Law
Elom Ayih Domlan
∗1
, José Ragot
2
& DidierMaquin
1 1
Department of Chemial and Materials Engineering
University of Alberta
Edmonton, AB, T6G 2G6, Canada
elom.domlanualberta.a
2
Centre de Reherhe en Automatiquede Nany, UMR
7039
Nany-Université, CNRS
2, avenue de laForêt de Haye
54516
Vand÷uvre-les-Nany, Frane{jose.ragot, didier.maquin}ensem.inpl-nany.fr
Abstrat
Theproblemoftheestimation ofthedisretestate ofaswithingsystem isstudied. The
knowledgeoftheswithinglawisessentialforthiskindofsystemasitsimpliestheirmanipu-
lationforontrolpurposes. Thispaperinvestigatestheuseofamodel-baseddiagnosismethod
forthedeterminationoftheativemodeateahtimepointbasedonthesysteminput/output
data. Theissueoftheparametriidentiationoftheswithinglawisalsoaddressed.
1 Introdution
The modelling of omplex systems often leads to omplex nonlinear models. To get rid of the
omplexity of the obtained model, one often resorts to a widely used modelling strategy whih
represents the system behaviour by using a set of models with a simple struture, eah model
desribing the behaviour of the system in a partiular operating zone. Within this modelling
framework,hybridmodels[9,19℄areverysuessfulin representingsuhproesses.
Hybridmodelsharaterizephysialproessesgovernedbyontinuousdierentialanddierene
equationsanddisretevariables. Theproessisdesribedbyseveraloperatingregimesalledmodes
and the transition from one mode to another is governed by the evolution of internal variables
(input, output, state) or externalvariables or events (ationof a humanoperator on the system
forinstane). Theglobal behaviourobtainedfor themodelled omplexsystemisstronglyrelated
to the nature of the proedure managing the transition from one mode to another. When this
transitionisabrupt,oneobtainsthelassofswithingmodels. Thislassofmodelsiswidelyused
beausethewellmastered toolsforanalysis andontroloflinearsystemsanbeextended,under
∗
Correspondingauthor.
bymodelsbelongingto thislass.
Researh onswithingsystemsismainly foused ontheelds ofidentiation[17, 22, 24,25℄,
ontrol [9,12℄, stabilityanalysis [12, 21℄ and stateestimation [1, 6℄. Theknowledge of themode
desribing theevolutionof the system at any moment, this mode being alled ative mode, is a
ruial piee ofinformation that simplies theappliation of thevarious resultsoming from the
elds of identiation, ontrol, stability analysis and state estimation. Akerson and Fu [1℄ were
thersttoonsiderthequestionofthedeterminationoftheativemodebystatingtheproblemin
theform ofastateestimationprobleminanoisyenvironment. Thesystemnoiseismodelledbya
setof Gaussiandistributions,withdierentmeansand varianesthat inuenethe systemoneat
atime, thetransition from onenoisesoure to anotherbeingdeterminedby aMarkovtransition
matrix. In [14, 15, 16, 24℄, the reognition of the ative mode is arried out by the means of
model-baseddiagnosis tehniques. A methodologyforthe designofdynami observersforhybrid
systemsisproposedin[6℄. Thesuggestedobserveronsistsoftwoparts: aloationobserverwhih
isdediatedtothereognitionoftheativemodeatanymomentandaontinuousobserverwhih
is devoted to the estimation of the ontinuous state, one the ative mode is reovered. Several
observability onepts were introdued in [3, 4, 26℄. Depending on the knowledge of the mode
sequeneandonthevariablestobereovered,severalobservabilityoneptsaregivenandtheyare
haraterizedthroughlinearalgebraitests.
Thereognitionoftheativemodeisloselyrelatedtotheproximityofthemodelsdesribingeah
mode. Itisobviouslyeasieriftheswithinglawisknown. Fromthere,oneanseetheimportane
oftheidentiation oftheswithinglaw.
This paperaddressestheissueof theativemodedetermination foraswithingsystem,using
onlythesysteminput/outputdata. Toperformthistask, amodel-baseddiagnosismethod [23℄is
extended to this lass of systems. We also put forward aproedure for the identiation of the
swithinglaw. Thepaperstartsin setion2.1withabriefreminderonthemodellingofswithing
systems. Thereognitionoftheativemodeisdevelopedin setion3. Theproposedmethodrests
on model-based diagnosis methods. Then, the onditions guaranteeing the disernability of the
variousmodesareformulated. An enhanementtothemethodis arriedoutin orderto takeinto
aountthepreseneofmeasurementnoise.Setion4isdevotedtotheidentiationoftheswithing
law. Theproposed methodoersanintervalapproahfortheestimation oftheparametersof the
swithinglaw. Anaademiexampleisshowninsetion5.
2 Problem statement
2.1 Modelling of swithing systems
Letusonsiderthesystemrepresentedbyequation(1):
x (k + 1) = A µ k x (k) + Bu (k) y (k) = Cx (k)
µ k ∈ {1, 2, . . . , s}, s ∈ N ∗ \{1}
x ∈ R n , u ∈ R m , y ∈ R p
(1)
Equation(1)representsaswithingsystemwith
s
operatingregimesormodes. Thevariablesu(·)
,y(·)
andx(·)
respetivelystandfortheinput,theoutputandthestateofthesystem. Theswithes areintroduedbymeansofthestatematrixwhihtakesitsvalueinanitesetA = {A 1 , A 2 , . . . , A s }
systemandtheresultspresentedin thispaperanbeextended to theasewhere thematries
B
and
C
also takedierent values. The variableµ (·)
denotes the ative mode at any moment. Forexample,ifonehas
µ k = i
,i ∈ {1, 2, . . . , s}
,thesystemissaidtobeinthemodei
attheinstantk
.Theevolutionof themodeseletionvariable
µ (·)
anbedesribed in avarietyofways. Here,weassumethat
µ k
isgivenby:µ k = i if ξ k ∈ H i , i ∈ {1, 2, . . . , s} ,
(2)wheretheswithinglawdependsonthevariable
ξ (·) ∈ R n ξ
. EahregionH i
isaonvexpolyhedrondenedas:
H i = {ξ k ∈ R n ξ |H i ϕ T k ≤ 0}
(3)with
ϕ k =
ξ k 1
,
H ∈ R q×(n ξ +1)
and the set{H 1 , H 2 , . . . , H s }
is a omplete partition ofH ⊂ R n ξ
,i.e.S s i=1
H i = H
andH i ∩ H j = ∅, ∀i 6= j
.Inordertoletthepieewiseanemapdenedbyequation(3)bewellposed,weallowsomeofthe
≤
inequalitiesto bestrit,meaningtheyanbereplaedby<
inequalities.Thevariable
ξ (·)
an be externalto thesystem and, in that ase,themode sequeneis arbitraryandindependentofthesystemvariables(input,outputandstate). Theswithesfromonemodeto
anotheranalsobetriggeredbyinternalvariablesasthestate
x(·)
(pieewiseanesystems[8℄)ortheinput
u(·)
andtheoutputy(·)
(pieewiseautoregressiveexogenous systems). Weassumehere thatξ k
isdenedby:ξ k =
Y k−1,k−n a U k−1,k−n a
,
(4)where
Y k−1,k−n a = y k−1 y k−2 . . . y k−n a
and
U k−1,k−n a = u k−1 u k−2 . . . u k−n a
.
Itisworthnotingthatthedenitionof
ε k
inequation(4)donotlimitthesignianeoftheproposedontributionin thispaper(espeially in setion4) astheproposedmethodremains appliableas
longas
ξ k
an beestimated(aseofpieewiseanesystems) ormeasured.Combining(1), (2)and(4),weretainedmodelofequation(5)asamodelforswithingsystemsin
theontinuationofthispaper:
x (k + 1) = A µ k x (k) + Bu (k) y (k) = Cx (k)
µ k = i if ξ k ∈ H i , i ∈ {1, 2, . . . , s} , s ∈ N ∗ \{1}
ξ k =
Y k−1,k−n a U k−1,k−n a
x ∈ R n , u ∈ R m , y ∈ R p
(5)
Themodel of equation(5) isintended in this paper to representaswithing system that do not
swithateverytimepointlikeitanbetheaseforstationverter. Hene,thesystemisassumed
tohaveaminimumdwelltimein amodeafter aswithinginstant.
Comingfrom(5),rst, wewishto reovertheativemodeatanymoment, usingonlythesystem
input/outputdataonaniteobservationwindow. Ifthesystem'smodesareassumedtorepresent
healthyoperatingmodesaswellasfaultyoperatingmodes,theativemodeestimationtaskanthe
beseenasafaultdetetiontask. Onetheativemodeisreovered,thegoalisto estimate,from
asuientlyrih sequene ofinput/output data, theparameters
H i , i = 1, . . . , s
of theswithinglaw,knowingitsstruture.
Weintroduethefollowingdenitions:
Denition1 Apath
µ
isanite sequene ofmodes:µ = (µ 1 · µ 2 · . . . · µ h )
.Thelengthof apath
µ
isdenoted|µ|
andΘ h
denotesthe setof allpaths of length|µ|
.µ [i,j]
isthe inxof the pathµ
betweeni
andj
:µ [i,j] = (µ i · µ i+1 · . . . · µ j )
.Denition2 The observabilitymatrix
O µ,h
of apathµ ∈ Θ h
isdenedas :O µ,h =
C CA µ 1
.
.
.
C A µ h A µ h−1 · · · A µ 1
| {z }
h
(6)
Denition3 On anite observation window
[k − h, k]
, the ative pathµ ∗
isthe one desribingthe atualmode sequene onthe observationwindow.
From denitions 1 and 3, the estimation of the ativemode at any moment is equivalent to the
determination of thepath desribing thetrue mode sequene onanite observation window. In
ordertoahievethis, throughouttheremainderof thispaper,wewillfousonthereoveryofthe
ativepathonanobservationwindow.
3 Reognition of the Ative Mode
3.1 Detetion of the ative path
Theativepath determinationtask anbeformulatedasareursiveproblem applied toasliding
window. Onatimewindow
[k − h, k]
,equation(5)anbewrittenas:O µ,h x (k − h) =
y (k − h)
.
.
.
y (k)
− T µ,h
u (k − h)
.
.
.
u (k)
(7)where
T µ,h
isaToeplitzmatrixdenedby:T µ,h =
0 0 . . . 0 0
CB 0 0 0
.
.
.
.
.
. .
.
.
C A µ k−1 . . . A µ k−h+1
| {z }
h−1
B C A µ k−1 . . . A µ k−h+2
| {z }
h−2
B . . . CB 0
(8)
Equation(7)anbewrittenin amoreompatway:
Y k−h,k − T µ,h U k−h,k = O µ,h x(k − h)
(9)Therelation (9) links on the time window the input and the outputof thesystem to the initial
state
x(k − h)
ontheobservationwindow. Weintroduethefollowingproposition:Assumption1 Theobservabilitymatries
O µ,h
ofthepathsµ
generatedontheobservationwindow[k − h, k]
are allof fullrank:rank (O µ,h ) = dim (x) = n, ∀h ≥ n
.Theexisteneof an integer
h
, suh that assumption 1holds, wasanalysed in [5℄ and islinked topathwiseobservabilitythat havebeenfurthermoreshowntobedeidable.
Usingproposition1,oneandeneaprojetionmatrix
1
Ω µ,h
insuhawaythatΩ µ,h O µ,h = 0
,i.e.
Ω µ,h
isseletedasabasisfortheleft nullspaeofO µ,h
.Next,residuals
r µ,h (·)
,independentoftheinitialstatex(k − h)
,anbedened as:r µ,h (k) = Ω µ,h (Y k−h,k − T µ,h U k−h,k )
(10)Theresiduals
r µ,h (·)
areusefulforthedeterminationoftheativepathontheobservationwindow andtheyonly depend onmeasurable variables, namelythe systeminputandoutput. Infat,fortheativepath
µ ∗
,theresidualr µ ∗ ,h (·)
equalszero.Theorem1 Theativepath
µ ∗
desribingthe truemodesequeneonatimewindow[k − h, k]
isthe onesatisfying:
r µ ∗ ,h (k) = Ω µ ∗ ,h (Y k−h,k − T µ ∗ ,h U k−h,k ) = 0
(11)To reover the true mode sequene
µ ∗
from the system measurements, one an proeed in the followingway:•
rst, all the possible paths of lengthh
are built on the time window[k − h, k]
. This isequivalenttondingallthematries
O µ,h
.•
knowingthematriesO µ,h
,theprojetionmatriesΩ µ,h
areeasilyalulated.•
from the matriesO µ,h
andΩ µ,h
, oneanform the residualsr µ,h (·)
using thesystem mea-surements.
•
the ativepath is reovered from the system measurements bytesting theresidualsr µ,h (·)
anditorrespondstotheonewhihresidualequalszero.
Theorem1 impliitlysaysthat the observabilitymatries
O µ,h
do notshare thesamenullspae.Setion3.2willhighlighttheonditionsthat guaranteethisimpliitassumption.
3.2 On the number of paths
Itiseasytoseethattheenumerationofallpathsonatimewindow
[k − h, k]
introduesaproblemofombinativeexplosionrelatedtothenumberofmodesandthelengthoftheobservationwindow.
Indeed,thenumberof residuals
r µ,h (·)
,µ ∈ Θ h
,to bealulatedis equaltos h
and quiklygrowswiththelength
h + 1
of theobservationwindowandthenumbers
of modes. Then, theuseofallpathsonatimewindowisawkwardandomputationallydemanding.
Inpratie,allpaths
µ ∈ Θ h
donothaveto beonsidered at everymoment. Whenatatimek 0
,theativepathonanobservationwindow
[k 0 − h, k 0 ]
isidentied,itisnotneessarytotestthes h
residualsatthenextinstant
k 0 + 1
. Onlythepathsµ ∈ Θ h
withinxesµ [k 0 −h+1,k 0 −1]
identialtotheinx
µ ∗ [k 0 +1−h,k 0 −1]
ofthepathµ ∗
reoveredpreviouslyatk 0
areonsideredatthenextinstant1
Infat, the existeneofthe projetionmatrixisdiretlylinkedtothe observabilityofthe systemandto the
lengthoftheobservationwindow[18℄
k 0 + 1
.Moreover, assumingthat the minimumsojourntime in a mode is greater thanthe length of the
observation window, oneanlimitthenumber ofgenerated pathsbyonly onsidering pathsthat
desribethe mode sequene when the systemremains in the samemode alloverthe durationof
theobservationwindow,i.e.
µ = (i · i · . . . · i)
,i ∈ {1, 2, . . . , s}
. Nevertheless,theredutionofthe numberofresidualsomes atthe expenseofadelay inthe estimationof theswithingtime fromonemodetoanother. Thereognitionoftheativepathannottakeplaeaslongastheswithing
instantisin theobservationwindow. Thus,when applyingthisredutionof thenumberofpaths,
amaximumdelayequalto thelengthoftheobservationwindowexists.
Priorknowledgeoftheproesssuh asprohibited swithing sequenesorminimaltime between
twoonseutiveswithes, analso help to limitthenumberof generated residualsorpathsto be
onsidered.
Inapratialimplementation,themethodologyshouldbetorstomputeareduedsetofresiduals
omposedoftheresidualslinkedtopathsthatdesribethemodesequenewhenthesystemremains
inthesamemodeonthetimewindow. Fromthisinitialsetofresiduals,areduedset ofresiduals
anbeonsideredateahtimeinstant,dependingonthepreviouslyreoveredpath. Thisoperation
onsiderablyreduestheomputingload.
3.3 Disernability of the modes
Inwhat follows, weare interestedin theonditionsguaranteeingthedisernabilityof thevarious
paths enumerated on anobservation window. These onditions ensure theuniqueness of the re-
overed ative path
µ ∗
during the path reognition proess. Disernability guarantees that two dierentmodesneverinduethesystemin thesamedynamisonanitetimewindow.Denition4 Twopaths
µ 1 ∈ Θ h
andµ 2 ∈ Θ h
aredisernibleonanobservationwindow[k − h, k]
iftheirrespetiveorrespondingresiduals
r µ 1 ,h (·)
andr µ 2 ,h (·)
arenotsimultaneouslynullwhenone ofthe twopaths isativeonthe onsideredobservationwindow.The study of paths disernability onditions have also been investigated by other authors like
BabaaliandEgerstedt[3℄,Hwangetal.[20℄,Vidalet al.[26℄. Thedierenehereisthatthestudy
ofthepathsdisernabilityonditionsisnotperformedindependentlyof theativemodeobserver
but alsotakesinto aounttheharateristisof themodeobserverthanksto theanalysis of the
residuals
r µ,h (·)
.Inordertoestablishthedisernabilityonditionsof twodierentpaths, letus onsidertwopaths
µ 1 ∈ Θ h
andµ 2 ∈ Θ h
on an observation window[k − h, k]
. We denoteY k−h,k µ 1
(respetivelyY k−h,k µ 2
) thesystem outputvetorwhen theativepath isµ 1
(respetivelyµ 2
). We suppose thatataninstant
k
,theativepathontheobservationwindowisthepathµ 1
. Thisinformationbeing unknown,wehavetoanalysethepossibilitiesthatthepathµ 1
orthepathµ 2
areinadequaywiththesystemdata. From(10),theexpressionsoftheresiduals
r µ 1 ,h (·)
andr µ 2 ,h (·)
aregivenby:r µ 1 ,h (k) = Ω µ 1 ,h Y k−h,k − T µ 1 ,h U k−h,k
r µ 2 ,h (k) = Ω µ 2 ,h Y k−h,k − T µ 2 ,h U k−h,k
(12)Sine
µ 1
istheativemodeontheobservationwindow,equation(12)anbewritten as:
r µ 1 ,h (k) = Ω µ 1 ,h
Y k−h,k µ 1 − T µ 1 ,h U k−h,k
r µ 2 ,h (k) = Ω µ 2 ,h
Y k−h,k µ 1 − T µ 2 ,h U k−h,k
(13)and,bydenition,onealsohas
Ω µ 1 ,h
Y k−h,k µ 1 − T µ 1 ,h U k−h,k
= 0
. Fromwhere:( r µ 1 ,h (k) = 0 r µ 2 ,h (k) = Ω µ 2 ,h
Y k−h,k µ 1 − T µ 2 ,h U k−h,k
(14)
Addingandtakingaway
Y k−h,k µ 2
fromtheexpressionofr µ 2 ,h (·)
,oneobtains:( r µ 1 ,h (k) = 0 r µ 2 ,h (k) = Ω µ 2 ,h
Y k−h,k µ 1 − Y k−h,k µ 2 + Y k−h,k µ 2 − T µ 2 ,h U k−h,k
(15)
Asbydenition
Ω µ 2 ,h
Y k−h,k µ 2 − T µ 2 ,h U k−h,k
= 0
,onehas:( r µ 1 ,h (k) = 0 r µ 2 ,h (k) = Ω µ 2 ,h
Y k−h,k µ 1 − Y k−h,k µ 2
(16)
Equation (16) learly points out that the residual alulated for the path
µ 2
(non-ative path)diretly depends on the dierene between the systemoutputs when the mode sequene evolves
aordingto thetwopaths
µ 1
andµ 2
,thesystembeingexited bythesameinputsinbothases.Fromequation(16),aneessaryandsuientonditionfor thedisernabilityofthepaths
µ 1
andµ 2
is:Y k−h,k µ 1 − Y k−h,k µ 2 ∈ N / r (Ω µ 2 ,h )
(17)where
N r
standsfortheoperatorrightnullspae.Aordingto equation(9),onehas:
Y k−h,k µ 1 − Y k−h,k µ 2 = O µ 1 ,h − O µ 2 ,h
x(k − h) + T µ 1 ,h − T µ 2 ,h
U k−h,k
(18)where
x(k − h)
isthevalueofthesystemstateat theinitial instantoftheobservationwindow.Onededuesfrom(18)aftermultipliationontheleft by
Ω µ 2 ,h
:Ω µ 2 ,h (Y k−h,k µ 1 − Y k−h,k µ 2 ) = Ω µ 2 ,h O µ 1 ,h x(k − h) + Ω µ 2 ,h T µ 1 ,h − T µ 2 ,h
U k−h,k
(19)If
Y k−h,k µ 1 − Y k−h,k µ 2
belongsto therightnullspaeofΩ µ 2
,onehas:Ω µ 2 ,h O µ 1 ,h x(k − h) + Ω µ 2 ,h T µ 1 ,h − T µ 2 ,h
U k−h,k = 0
(20)Therelation(20)issatisedforalmosteveryinitialstate
2
x(k − h)
ifthefollowingneessaryandsuientonditionissatised:
Ω µ 2 ,h O µ 1 ,h = 0 Ω µ 2 ,h T µ 1 ,h − T µ 2 ,h
U k−h,k = 0
(21)2
seeremark1fortheexplanationoftheexpressionforalmosteveryinitialstate
Therefore,thepaths
µ 1
andµ 2
arenotdisernibleonatimewindow[k − h, k]
iftherelations(21)aresatised.
Theorem2 Twopaths
µ 1
andµ 2
ofaswithingsystemaredisernibleonanobservationwindow[k − h, k]
,foralmost everyinitial statex(k − h)
,if:Ω µ i ,h O µ j ,h 6= 0, i, j ∈ {1, 2} , i 6= j
(22)or
Ω µ i ,h T µ j ,h − T µ i ,h
U k−h,k 6= 0 i, j ∈ {1, 2} , i 6= j
(23)Theproofofthis theoremdiretlyomesfromthepreeding remarks.
Whenthepaths
µ 1
andµ 2
areofthetype(i · i · . . . · i)
,i ∈ {1, 2, . . . , s}
,theorem2isequivalenttothemodedisernabilityonditionsformulatedin [14℄.
Remark1 In theorem 2, the expression for almost every initial state holds owing to the fat
that the disernability of the paths annot be ensured for any initial state
x(k − h)
. In fat, forertain partiular values of
x(k − h)
, the relation (20) is always satised independently of the input sequeneU k−h,k
. For example, in the situation whereO µ 1 ,h
has full rank, forx(k − h) =
O µ 1 ,h
†
Φ − T µ 1 ,h − T µ 2 ,h
U k−h,k
, equation (20) is satised for every input sequene
U k−h,k
,where
Φ
belongstothe right nullspaeofΩ µ 2 ,h
andO µ 1 ,h
†
isapseudo-inverse of
O µ 1 ,h
.3.4 Determinationof the ative mode in a noisy environment
In setion 3.1, the determination of the ative mode at any moment was arried out within a
deterministi framework, i.e. there were no noise on thesystem measurement. Now, we assume
the presene of a bounded noise on the output of the system desribed by equation (5). The
onlyavailableinformationonthenoiseisitsmaximummagnitude. Noprobabilistiassumptionis
formulatedontheprobabilitydistributionofthemeasurementnoise:
x (k + 1) = A µ k x (k) + Bu (k) y (k) = Cx (k) + n(k)
∀k, |n(k)| ≤ δ, δ > 0
(24)
where
δ
isthebound ofthemeasurementnoisemagnituden(·)
.Inthissituation,theresidual
r µ ∗ ,h (·)
,denedby(11)andwhihorrespondstotheativepathµ ∗
onthe time window
[k − h, k]
, is no longer equalto zero. Indeed, theexpression of the residualr µ ∗ ,h (·)
,usingequation(10),beomes:r µ ∗ ,h (k) = Ω µ ∗ ,h (Y k−h,k − T µ ∗ ,h U k−h,k + N k−h,k )
(25)wherethevaluestakenbythemeasurementnoiseontheobservationwindow
[k − h, k]
arestakedin
N k−h,k
. AsΩ µ ∗ ,h (Y k−h,k − T µ ∗ ,h U k−h,k ) = 0
,oneanwrite:r µ ∗ ,h (k) = Ω µ ∗ ,h N k−h,k
(26)Usingtheboundofthemeasurementnoisemagnitude,weandeneanintervalresidual
[r µ ∗ ,h (k)]
[2℄:
[r µ ∗ ,h (k)] = [r µ ∗ ,h , ¯ r µ ∗ ,h ]
(27)where
r µ ∗ ,h
andr ¯ µ ∗ ,h
depends on the boundδ
of the measurement noise and are given by :r µ ∗ ,h = − |Ω µ ∗ ,h | U δ
andr ¯ µ ∗ ,h = |Ω µ ∗ ,h | U δ
,U
beingaolumnvetoroflengthequaltothenumber ofolumnsofΩ µ ∗ ,h
andalltheelementsofU
beingequalto1
.Inanintervalframework,thedetermination of theativepath amountsto seeking thepath that
orresponds to an intervalresidual inluding the value zero. This test anbe performed by al-
ulating thesignof the produtof theupperandlowerbounds ofeah intervalresidual
[r µ,h (·)]
.Theintervalresidual
[r µ,h (·)]
assoiatedwiththeativepathµ ∗
istheoneforwhihthesignoftheprodutofitsupperandlowerbound isnegative.
Dependingontheevolutionofthevariousoperatingregimesdynamis,itanhappenthatmore
thanoneintervalresidualsontainsthevaluezero,thissituationbeinglinkedtothepathdisern-
abilityandtheboundofthemeasurementnoisemagnitude. Inthisase,onerefrainsfrom making
anydeisionontheativepath. Wehavetoonsiderthissituationfromalooserpointofviewand
we anonlyenumerate the set of allpossible ativepaths. However,onsidering suessivetime
instants
k + 1, k + 2, . . .
, thesituation maybelaried.Note that it is also oneivableto introduesomeprobabilisti modelling assumptions on the
outputnoiseandthenrefertoastatistialtestliketheCUSUM [7℄algorithmtoreovertheative
pathfromtheanalysisofthegenerated residuals.
4 Identiation of the swithing law
Onethereognitionoftheativemodeateverymomentisperformed,thenextstepistoproeed
totheidentiationoftheparametersoftheswithing lawdesribedby(5).
Theidentiation of theswithing lawaims at nding aomplete partition of theregressors set
into
s
polyhedral regionssuhthatµ k = i
ifξ k ∈ H i
,i ∈ {1, 2, . . . , s}
. Thisproblem amountstoseparating
s
sets of pointsby means of linearlassiers (hyperplanes). Depending onthe ative mode estimation proess, the resultings
sets of pointsmay be linearly separable ornot (due tonoiseormislassiation). Intheliterature,RobustLinearProgramming(RLP)[10℄and Support
VetorMahines(SVM)[13℄methodsareemployed.
Weonsiderhereanotherwaytoproeedtothedeterminationoftheparametersofthe
s
polyhedralregions. An intervalapproahis adopted. The interval representationallowsto look for aset of
aeptablevaluesfortheswithinglaw,thissetbeingofasimplegeometrialform.Theomputation
ofthesetofallfeasibleseparatinghyperplanesisalsousefultotheaimofharaterisingthemodel
unertainties.
4.1 Determinationof the swithing law parameters in an interval form
Weassumethatfrom model(5),oneobtainsadataset
D =
ξ k T , k = 1, . . . , N
. Afterproeedingtotheativemodereognition,thedataset
D
anbepartitionedintos
lassesC i , i = 1, . . . , s
usingthefollowinglassiationrule:
ξ k ∈ C i
ifµ k = i
(28)From the lasses
C i , i = 1 . . . , s
, the determination of the parametersH i
,i = 1 . . . , s
amountsto separating the
s
lasses using linear lassiers whih are, in this ase, hyperplanes. This an bedone by eitheronsidering allthes
lassestogetherat thesametime (one-against-all andall- together approah)or onsideringthem pairwise (one-against-one approah). Here,weadopt theone-against-one approah. The one-against-one approah onsiders all possible ombinations of
pairoflasses. Letusonsidertwolasses
C i
andC j
withi 6= j
.Toseparate
C i
andC j
, weneed to omputeahyperplaneH ij = {ξ k ∈ R n a +n b
h ij ϕ T k = 0 , h ij ∈ R n a +n b +1 }
,withϕ k =
ξ k 1
,insuhawaythat:
h ij ϕ T k > 0
ifξ k ∈ C i
h ij ϕ T k < 0
ifξ k ∈ C j
(29)
where
h ij ∈ R n a +n b +1
.Using thesystemdesription(5), oneanwrite therelation (30)foranydata
ξ k
belongingtoC i
orC j
:ν k h ij ϕ T k
> 0, k ∈ I = {k 1 , k 2 , . . . , k N ij }
(30)where
ν k =
signh ij ϕ T k
oralternatively:
ν k =
1
ifξ k ∈ C i
−1
ifξ k ∈ C j
(31)
and
I
isasetontainingthetimeinstantsatwhihthemodei
orthemodej
weredetetedduringthemode reognitionproess. The onstant
N ij
is thesumof theardinalofC i
and theardinalof
C j
.Considering(30),forallthe
N ij
dataξ k
,oneobtainsasetofinequalitiesthatanbeexpressedin theform ofalinearmatrixinequality:−
ν k 1 ϕ k 1
.
.
.
ν k Nij ϕ k Nij
h T ij <
0
.
.
.
0
(32)TheresolutionoftheLMI(32)givesadomainofaeptablesolutionstowhihbelongtheparameters
h ij
. Generally, solving (32) leads to a omplex domain, i.e. a domain desribed with a hugenumberofvertie. Toreduethisomplexity,oneanlookforasimplerpolytopiform desribing
aredueddomainofaeptablesolutions. Here,welookforazonotope.
For example, the rst graphof gure 1 representsthe projetion in
R 2
of the found domain for the datasetin table 1withϕ k = (y k−1 u k−1 1)
,h ij = (1 α β)
,α ∈ R
andβ ∈ R
. This domain is depited in the plan{α, β}
on the graph onthe left of gure1 and orrespondsto the set ofinequalities(33)obtainedfrom equation(32):
β > 1 β < 2
−α + β > 0
−2α + β < 0
(33)
All the points belonging to this domain are partiular aeptable solutions. The symbol o
highlightsoneof those aeptable solutionsand maybe, for example,the oneresultingfrom the
implementation ofaninterior-pointalgorithm. Thegraphonthe rightof gure1presentsasub-
optimal solution (grey area) that simplies the desription of the found domain in the form of
independentinequalitiesinrespet to
α
andβ
:1 < α < 1.5
1.5 < β < 2
(34)u k−1
0 0 -1 -2y k−1
-1 -2 0 0ν k
1 -1 1 -10 1 2
−0.5 0 0.5 1 1.5 2 2.5
α −0.5 0 1 2
0 0.5 1 1.5 2 2.5 β
α β
Figure1: Aeptabledomainsfor
α
andβ
Thedetermination ofazonotopeharaterizingthesetofaeptable solutionsisequivalentto
thedeterminationof theparameters
h ij
in anintervalform. Forthat, manyoptimization riteria an be hosen. For example, one an fore the widths of the intervals to be determined to bemaximalwhilerespetingthesystemonstraints.
Theparameters
h ij
aredesribedinanintervalformby:
h ij = h ij 0 + λ h ij ⊗ r h ij
r h ij > 0 λ h ij
∞ ≤ 1
(35)
where
h ij 0
is thevetorontainingthe entres of the searhed intervals,r h ij
representsthe half-widthsof theintervalsand thevariables
λ (·)
are bounded normalizedvariablesthat allowto takeintoaountallthevaluesinside aninterval. Theoperator
⊗
performs aomponentwiseprodut oftwovetors. Wereall that foranyvetore ∈ R n
, one haskek ∞ = max
1≤i≤n |e i |
,e i
beingthei
thomponentofthevetor
e
. Theinequalityholdingonthevetorr h ij
isaomponentwiseinequality. Usingtheintervalform ofh ij
(35),equation(30)anberewrittenas:
r h i,j > 0 λ h ij
∞ ≤ 1
ν k h ij 0 + λ h ij ⊗ r h ij
ϕ k ≥ 0, k = k 1 , . . . , k N ij
(36)
r h i,j > 0 ν k h ij 0 + r h ij
ϕ k ≥ 0, k = k 1 , . . . , k N ij
ν k h ij 0 − r h ij
ϕ k ≥ 0, k = k 1 , . . . , k N ij
(37)
Finally,tond
h ij 0
etr h ij
,wehavetolookforintervalswithmaximalhalf-widthswhilerespeting theonstraints(37). A naturalhoie anbeto maximizethevolumeofthezonotope. Thisleadstotheonstrainedoptimizationproblem(38):
h ij max 0 ,r hij
n a +n b +1
Y
m=1
r h ij ,m
s. t. (37)
(38)
where
r h ij ,m
isthem
th omponentofthevetorr h ij
.Onean then use lassial algorithms in the eld of optimization [11℄ for the resolution of (38).
Theonstrainedoptimization problem (38)hasto besolvedfor allpairsof lasses
{C i , C j }
,i 6= j
and
i, j ∈ {1, 2, . . . , s}
.Remark2 Itis lear that the aim ofthe presentedmethodinthis setion is topropose asimpler
desription of a geometrial domain represented by a set of inequalities. Hene, the methodis in
somewayindependentofthe linearseparability ofthelasses anditwillwork,whetherthe lasses
are linearly separable or not,as longas the initial geometrial domain (32) exists. Moreover, the
innerzonotopi approximation introduessomeonservatismbutthis isnotahuge drawbak. Itis
the ostofthe obtainingof avery simplegeometrial desription ofthe initial domain(32).
5 Example
Wepresenthereanaademiexampleofaswithingsystem. Thesimulatedsystemisharaterized
bythree modesandthematriesof themodelsdesribingthedierentmodesare:
A 1 =
−0.211 0 0 0.521
, A 2 =
0.691 0 0 −0.310
, A 3 =
0.153 0 0 0.410
, B = 2 −1 T
, C = 1 2
(39)
Therefore, the modes
1
,2
and3
of the system are represented by seond order models withK 1 = −1.464
,K 2 = 2.002
andK 3 = −0.514
asrespetive gains andthe ouples(−0.211; 0.521)
,(0.691; −0.310)
and(0.153; 0.410)
asrespetivepairsof poles. Theswithing law isharaterized by:
µ k = 1 if h 12
y k−1 u k−1 1 T
≥ 0 and h 13
y k−1 u k−1 1 T
≥ 0 µ k = 2 if
h 12
y k−1 u k−1 1 T
< 0 and h 23
y k−1 u k−1 1 T
< 0 µ k = 3 if
h 23
y k−1 u k−1 1 T
≥ 0 and h 13
y k−1 u k−1 1 T
< 0
(40)
Table2: Setofallpathsoflength
2
Path
µ 1 µ 2 µ 3 µ 4 µ 5 µ 6 µ 7 µ 8 µ 9
µ 1
1 1 1 2 2 2 3 3 3µ 2
1 2 3 1 2 3 1 2 3with
h 12 = 1 0.51 0
,
h 13 = 0 1 0
,
h 23 = 1 −0.29 0
.
Figure 2 shows the input
u(·)
, the outputy(·)
, the statex(·)
and the mode sequeneµ (·)
. Thevertialdashedlinesonthethirdgraphofgure2markthetimeinstantsatwhihswithesour.
Thefourth graphplots themode sequene desribedby the modeseletion variable
µ (·)
. Forin-stane,onthetimewindows
[1, 8]
and[9, 17]
,thesystemisrespetivelyin themodes1
and2
.0 10 20 30 40 50 60 70 80 90 100
−2 0
2 u(k)
0 10 20 30 40 50 60 70 80 90 100
−10 0
10 y(k)
0 10 20 30 40 50 60 70 80 90 100
−10 0
10 x(k)
10 20 30 40 50 60 70 80 90 100
1 2
3 µ k
Figure2: Input
u(·)
,outputy(·)
,statex(·)
, modesequeneµ (·)
As
Ω µ i ,h O µ j ,h 6= 0
,µ i , µ j ∈ Θ 2
,µ i 6= µ j
,Θ 2
beingthesetofallpathsoflength2
,theondition(22)oftheorem2isrespeted. Condition(23)istestedat everymoment. Ifitis notsatised,no
deisionistakenonerningthereognitionoftheativepath.
In order to perform the determination of the ative path at every moment from the system
inputandoutputsignals,weonsideranobservationwindowoflength
3
. ThesetΘ 2
ofallpathsoflength
2
ontheobservationwindoworrespondstothesetofthenine pathsin table2.Figure3presentstheevolutionofthealulatedresiduals. Thedierentgraphsonthegureshow
theresiduals
r (i · j),h (·)
,i, j ∈ {1, 2, 3}
orrespondingtothepathsoflength2
intable2. Onlyoneofthenineresidualsequalszeroateahinstant,theindex
(i · j)
ofthisresidualorrespondingtothe ativepath ontheonsidered timewindow. Forexample, fromtimek = 1
tok = 6
,the residualr (1 · 1),h (·)
(rstrowand rstolumnofgure3) equalszero,meaningthat thepath(1 · 1)
is theativeoneontheobservationwindow. Hene,theativemodeonthewindow
[1, 6]
isthemode1
.At
k = 7
,onlytheresidualr (1 · 2),h (·)
equalszero,meaningthatthepath(1 · 2)
beomestheativeone. Fromthere,and takingintoaountthelengthof theobservationwindow,theourreneof
aswithat
k = 9
ishighlighted.0 50 100
−10
−5 0 5 10
r (1 ⋅ 1)
0 50 100
−15
−10
−5 0 5
10 r (1⋅2)
0 50 100
−5 0 5
10 r (1⋅3)
0 50 100
−10 0 10
20 r (2 ⋅ 1)
0 50 100
−10
−5 0 5 10
r (2⋅2)
0 50 100
−10
−5 0 5
10 r (2 ⋅ 3)
0 50 100
−5 0 5
10 r (3 ⋅ 1)
0 50 100
−15
−10
−5 0 5 10
r (3 ⋅ 2)
0 50 100
−5 0 5
10 r (3⋅3)
Figure3: Residuals
r µ,h (·)
,µ ∈ Θ h
The mode sequene (rst graph of gure 4) and its estimation (seond graph of gure 4) while
analysingthe residualsare depited ongure 4. The gureshows that themodesequene is ex-
atlyreonstruted.
10 20 30 40 50 60 70 80 90 100
1 2
3 true µ k
10 20 30 40 50 60 70 80 90 100
1 2
3 estimated µ k
Figure 4: Modereognition
Asexplained in setion3.2, in order toredue the number ofresidualsto beanalysed during the
modereognitionproess,oneanonsideronlythepathsdesribingthemodesequenewhenthe
systemremains in the samemode all overthe durationof the observation window. Inthis ase,
onlythepaths
(1 · 1)
,(2 · 2)
,and(3 · 3)
havetobeonsidered.Forthesystemdesribedbymatries(39),weproeedto thereognitionoftheativepathin
anoisyenvironmentwhere the systemoutputis subjetto the eet ofabounded noise. Inthis
situation,tomaketheanalysissimpler,weonlyonsiderthethreepaths
(1 · 1)
,(2 · 2)
and(3 · 3)
.Ongure5,thethreeintervalresidualsareshownindashedlines. Oneannotiethatonlyoneof
thethree interval residualsinludes at anymoment thevaluezero, this residualbeingassoiated
withtheativepathontheobservationwindow.
0 10 20 30 40 50 60 70 80 90 100
−5 0 5 10
r (1 ⋅ 1)
0 10 20 30 40 50 60 70 80 90 100
−10
−5 0
r (2 ⋅ 2)
0 10 20 30 40 50 60 70 80 90 100
−5 0 5
10 r
(3 ⋅ 3)
Figure5: Evolutionoftheresiduals
Theseond and the third graphsof gure6 illustrate theresults of theativepath detetionby
analysingtheintervalresiduals. Theseondgraphshowsthemodesdetetedwhiletestingthemem-
bership of the valuezero to theintervalresiduals. Although the modes arerather welldeteted,
therearesituationswhereitwasimpossibletoprovideanestimateof
µ (·)
beauseofthefat thatmorethan oneintervalresidualornoneof thethree intervalresidualsontainthe valuezero. On
theseond graphof gure6,thepoints, withY-oordinateequalto zero,emphasizesthiskindof
situation whih is due to thepresene of noiseand to the fat that all thepossiblepaths on the
observationwindowarenotonsidered intheanalysis. Thethird graphofgure6is obtainedby
testingtheoherenein thesuessionofthedetetedativepathsat onseutivemoments. This
isequivalenttothepathredutionmethodpresentedinsetion3.2 usingtheinxof thedeteted
ativepath. Oneannotie aperfetreonstrutionofthemodesequene.
One the proess of the ative mode reognition is performed, we an proeed now to the
identiationof theparametersof theswithing lawdened by equation(40). Thedatasetis as-
sumed to be representative enough of the system's various operating regimes. The onstrained
optimizationproblem(38)isresolvedbyusinganiterativealgorithm.Theresultsarepresentedin
table3.
Intable3,theentresoftheintervalsfoundareindiatedby
h (.) 0
,thehalf-widthsbyr h (·)
and10 20 30 40 50 60 70 80 90 100 0
1 2 3
true µ k
10 20 30 40 50 60 70 80 90 100
0 1 2 3
estimated µ k
10 20 30 40 50 60 70 80 90 100
0 1 2 3
estimated µ k
Figure6: Ativepathreognition
Table3: Boundedparameters
h 12 h 12 0 r h 12
1 1.013 0.526 0.51 0.694 0.215 0 0.000 0.001
h 13 h 13 0 r h 13
0 0.013 0.180 1 1.052 0.381 0 0.011 0.021
h 23 h 23 0 r h 23
1 1.112 0.281
−0.29 −0.326 0.197
0 0.001 0.007
thereal valuesarerepresentedby
h (·)
. Fromtable3,theintervalsfoundare:[h 12 ] =
[0.604 , 1.656] [0.470 , 0.909] [−0.001 , 0.001]
[h 13 ] =
[−0.167 , 0.193] [0.671 , 1.433] [−0.010 , 0.032]
[h 23 ] =
[0.831 , 1.393] [−0.523 , −0.129] [−0.006 , 0.008]
(41)
Whileanalysing the estimated valuesin table 3,one ansee that the estimated intervals for the
swithing law parametersalways inlude the real values
h (·)
. In fat, this situation depends ontheloalization of thedata points in the regressor set. When there are many data points whih
are lose to the separatinghyperplanes in the estimation dataset, the estimated interval for the
swithinglawparametersarelikelyto ontaintherealparameters.
6 Conlusion
In this paper, weput forward amethod for the determination of the swithing instantsand the
ativemodeof aswithing system. Themethod rests ontheanalysis ofresidualsgenerated from
theparametersoftheswithing lawgoverningtheswithesfromonemodetoanotherbyusingan
approahthatomputesthebounds oftheparameterstobeidentied.
A point to be developed is the situation where all the modes of the system are not indexed
beforehand. Inthisase,onedoesnothaveompleteknowledgeofalltheoperatingregimesofthe
system. Therefore,whenanewmodeisdeteted,itisneessarytoproeedtotheidentiationof
thenon-indexed operatingmodesi.e. thestatematriesorrespondingtothesemodes.
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