Observability and identifiability of jump linear systems
We analyze the observability of the continuous and discrete states of a class of linear hybrid systems. We derive rank conditions that the structural parameters of the model must satisfy in order for filtering and smoothing algorithms to operate correctly. We also study the identifiability of the mo...
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| Published in | Proceedings of the 41st IEEE Conference on Decision and Control, 2002 Vol. 4; pp. 3614 - 3619 vol.4 |
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| Main Authors | , , |
| Format | Conference Proceeding |
| Language | English |
| Published |
IEEE
2002
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| Subjects | |
| Online Access | Get full text |
| ISBN | 0780375165 9780780375161 |
| ISSN | 0191-2216 |
| DOI | 10.1109/CDC.2002.1184923 |
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| Summary: | We analyze the observability of the continuous and discrete states of a class of linear hybrid systems. We derive rank conditions that the structural parameters of the model must satisfy in order for filtering and smoothing algorithms to operate correctly. We also study the identifiability of the model parameters by characterizing the set of models that produce the same output measurements. Finally, when the data are generated by a model in the class, we give conditions under which the true model can be identified. |
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| ISBN: | 0780375165 9780780375161 |
| ISSN: | 0191-2216 |
| DOI: | 10.1109/CDC.2002.1184923 |