Analysis of A Nonsmooth Optimization Approach to Robust Estimation

In this paper, we consider the problem of identifying a linear map from measurements which are subject to intermittent and arbitarily large errors. This is a fundamental problem in many estimation-related applications such as fault detection, state estimation in lossy networks, hybrid system identification, robust estimation, etc. The problem is hard because it exhibits some intrinsic combinatorial features. Therefore, obtaining an effective solution necessitates relaxations that are both solvable at a reasonable cost and effective in the sense that they can return the true parameter vector. The current paper discusses a nonsmooth convex optimization approach and provides a new analysis of its behavior. In particular, it is shown that under appropriate conditions on the data, an exact estimate can be recovered from data corrupted by a large (even infinite) number of gross errors.Comment: 17 pages, 9 figure

Identification of Piecewise Linear Models of Complex Dynamical Systems

The paper addresses the realization and identification problem or a subclass of piecewise-affine hybrid systems. The paper provides necessary and sufficient conditions for existence of a realization, a characterization of minimality, and an identification algorithm for this subclass of hybrid systems. The considered system class and the identification problem are motivated by applications in systems biology

Observer design for piecewise smooth and switched systems via contraction theory

The aim of this paper is to present the application of an approach to study contraction theory recently developed for piecewise smooth and switched systems. The approach that can be used to analyze incremental stability properties of so-called Filippov systems (or variable structure systems) is based on the use of regularization, a procedure to make the vector field of interest differentiable before analyzing its properties. We show that by using this extension of contraction theory to nondifferentiable vector fields, it is possible to design observers for a large class of piecewise smooth systems using not only Euclidean norms, as also done in previous literature, but also non-Euclidean norms. This allows greater flexibility in the design and encompasses the case of both piecewise-linear and piecewise-smooth (nonlinear) systems. The theoretical methodology is illustrated via a set of representative examples.Comment: Preprint accepted to IFAC World Congress 201