Neural network-based identification of state-space switching nonlinear systems

摘要

We design specific neural networks (NNs) for the identification of switching nonlinear systems in the state-space form, which explicitly model the switching behavior and address the inherent coupling between system parameters and switching modes. This coupling is specifically addressed by leveraging the expectation-maximization (EM) framework. In particular, our technique will combine a moving window approach in the E-step to efficiently estimate the switching sequence, together with an extended Kalman filter (EKF) in the M-step to train the NNs with a quadratic convergence rate. Extensive numerical simulations, involving both academic examples and a battery charge management system case study, illustrate that our technique outperforms available ones in terms of parameter estimation accuracy, model fitting, and switching sequence identification.