A switched nonlinear system identification method with switching location refinement

The identification of switched nonlinear systems involves solving a combinatorial problem that simultaneously addresses sample-mode assignment and nonlinear model structure selection. The complexity of this problem is often prohibitive, since mode switchings can take place at arbitrary times. To reduce it to an affordable level, one can constrain the mode switchings to occur only at few specific instants. This approach is effective if combined with a refinement strategy, that corrects the number and locations of the switchings. In this paper, one such strategy is discussed, which employs a local optimization process to correct the position of switchings, and is also capable of detecting redundant modes. An iterative method, applying an identification step and a refinement step at all iterations, is tested on a numerical example to illustrate the effectiveness of the refinement strategy. The method does not require prior assumptions on the number of modes.