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Switching Control for Parameter Identifiability of Uncertain Systems

Giorgio Battistelli and Pietro Tesi G. Battistelli is with the University of Florence, Dipartimento di Ingegneria dell’Informazione (DINFO), Via di Santa Marta 3, 50139 Firenze, Italy (e-mail: giorgio.battistelli@unifi.it). P. Tesi is with University of Groningen, ENgineering and TEchnology institute Groningen (ENTEG), Faculty of Mathematics and Natural Sciences, Nijenborgh 4, 9747 AG Groningen, The Netherlands (e-mail: p.tesi@rug.nl).
Abstract

This paper considers the problem of identifying the parameters of an uncertain linear system by means of feedback control. The problem is approached by considering time-varying controllers. It is shown that even when the uncertainty set is not finite, parameter identifiability can be generically ensured by switching among a finite number of linear time-invariant controllers. The results are shown to have several implications, ranging from fault detection and isolation to adaptive and supervisory control. Practical aspects of the problem are also discussed in details.

I introduction

Identifying the parameters of an uncertain system from input-output data is a problem of long-standing fundamental interest in control engineering. This problem is often referred to as the problem of parameter identifiability [1, 2]. This paper considers the identifiability problem with respect to uncertain linear systems where the uncertainty set consists of a known bounded set possibly containing a continuum of parameters. For this class of systems, we address the problem of ensuring the identifiability of the unknown parameters of the system by means of feedback controllers.

The motivations for studying this problem are immense. For instance, parameter identifiability of a feedback loop can be of interest in the context of fault detection/isolation for systems subjects to failures, in order to make it possible to promptly detect any departure from the nominal behavior and to precisely identify the parameter variation [3, 4]. Another application is control reconfiguration wherein the objective is that of replacing the active controller (typically designed in order to ensure robust stability in all the uncertainty region) with a different one providing enhanced (possibly optimized) performance [5, 6]. Finally, on-line estimation of the uncertain parameters under feedback can be exploited when dealing with systems which naturally exhibit multiple operating conditions for constructing adaptive control laws. In fact, many existing adaptive control techniques rely on the idea of certainty equivalence, which amounts to applying at each instant of time the controller designed for the model that best fits the available data [7, 8].

In this paper, the problem of parameter identifiability is approached by searching for feedback control laws under which closed-loop behaviors obtained with different system parameters can be distinguished one from another. To this end, we introduce a notion of discerning control. Parameter identifiability is then defined precisely in terms of discerning control.

In principle, parameter identifiability under feedback can always be ensured by means of a probing signal injected into the plant as an additive perturbation input, superimposed to the control variable [7, 8]. Nevertheless, in many contexts, such a solution should be avoided due to the inherent drawback of leading the feedback loop away from the desired behavior, thus destroying regulation properties. This is especially true when the behavior of the feedback loop has to be monitored continuously as in the contexts of fault/detection isolation and adaptive control. Then, a natural question arises on whether or not it is possible to guarantee parameter identifiability directly by means of a feedback control law, possibly designed also to satisfy other control objectives (e.g., stability in nominal operating conditions). An affirmative answer to this question was given in [9, 10] for the special case of switching linear systems, i.e., when the uncertain parameters can take on only a finite number of possible values. Specifically, in [9, 10], it is shown that, under quite mild assumptions, for switching linear systems almost all linear time-invariant (LTI) controllers are discerning.

In general, an analogous result cannot be established in case of continuously parameterized systems, i.e., when the uncertainty set is not finite. The reason is inherently tied to the fact that LTI controllers do not generally provide a sufficient level of excitation to the loop [7, Chapter 2]. The problem of loss of identifiability due to feedback can be overcome by means of time-varying controllers, and one possibility is given by switching control [11, 12]. In this paper, we exploit this property to show that parameter identifiability can in fact be generically ensured by switching among a finite number of LTI controllers (hereafter called modes), provided that the number of different controller modes is sufficiently large. Specifically, an upper bound on the number of controller modes needed for parameter identifiability is given in terms of the dimension of the uncertainty set. Moreover, we show that the result remains true even if we restrict the controller modes to be of a given fixed order and to satisfy certain stability requirements. The latter result is perhaps surprising as it indicates that the seemingly conflicting goals of ensuring parameter identifiability as well as a satisfactory behavior of the feedback system (at least under nominal conditions) can be simultaneously accomplished by means of switching control.

As a further contribution, we analyze the properties of least-squares parameter estimation in connection with the use of discerning controllers. Specifically, in order to ensure the practical applicability of the estimation technique, we focus on a multi-model approach wherein the estimate is selected among a finite number of possible values of the parameter vector (obtained by suitably sampling the uncertainty set). In this context, a bound on the worst-case parameter estimation error is derived, which accounts also for the presence of unknown but bounded disturbances and measurement noises. This latter result is of special interest in the context of multi-model adaptive switching control (MMASC) of uncertain systems [9], [13]-[16], of which multi-model least-square parameter estimation constitutes one of the key elements. In this respect, it has been shown in [9, 16] that, in the case of a finite uncertainty set, by employing discerning controllers it is possible to construct MMASC schemes which enjoy quite strong stability properties, namely exponential input-to-state stability. Hence, the results of the paper suggest that similar stability properties could be achieved also in the case of continuously parameterized uncertainty. This issue will be the subject of further research.

The remainder of the paper is organized as follows. In Section II, we describe the framework under consideration. In Section III, the main results of the paper are given concerning the existence and genericity of switching controllers ensuring parameter identifiability. Section IV analyzes the properties of multi-model least-squares parameter estimation. Examples are finally given in Section V.

For the sake of clarity, all the proofs are reported in the Appendix section.

Notation. Before concluding this section, let us introduce some notations and basic definitions. Given a vector vnv\in\mathbb{R}^{n}, |v||v| denotes its Euclidean norm. Given a symmetric, positive semi-definite matrix P\,P, we denote by λmin(P)\,{\lambda}_{\rm min}(P) and λmax(P)\,{\lambda}_{\rm max}(P) the minimum and maximum eigenvalues of PP, respectively. Given a matrix M\,M, M\,M^{\top} is its transpose and |M|=[λmax(MM)]1/2\,|M|=\left[\lambda_{\rm max}(M^{\top}M)\right]^{1/2} its spectral norm. Given a measurable time function v:+nv:\mathbb{R}^{+}\rightarrow\mathbb{R}^{n} and a time interval +\mathcal{I}\subseteq\mathbb{R}^{+}, we denote the 2\mathcal{L}_{2} and \mathcal{L}_{\infty} norms of v()v(\cdot) on \mathcal{I} as v2,=|v(t)|2𝑑t\|v\|_{2,\mathcal{I}}=\sqrt{\int_{\mathcal{I}}|v(t)|^{2}dt} and v,=ess supt|v(t)|\|v\|_{\infty,\mathcal{I}}=\mbox{ess sup}_{t\in\mathcal{I}}{|v(t)|} respectively. When =R+\mathcal{I}=R^{+}, we simply write v2\|v\|_{2} and v\|v\|_{\infty}. Finally, we let 2()\mathcal{L}_{2}(\mathcal{I}) and ()\mathcal{L}_{\infty}(\mathcal{I}) denote the sets of square integrable and, respectively, (essentially) bounded time functions on \mathcal{I}.

II Framework and objectives

We consider a process described by an uncertain linear system 𝒫(θ)\mathcal{P}(\theta)

{x˙=A(θ)x+B(θ)uy=C(θ)x\displaystyle\left\{\begin{array}[]{l}\dot{x}=A(\theta)\,x+B(\theta)\,u\vskip 2.84544pt\\ y=C(\theta)\,x\end{array}\right.\, (3)

where xnxx\in{\mathbb{R}}^{n_{x}} is the state, unuu\in{\mathbb{R}}^{n_{u}} is the input, ynyy\in{\mathbb{R}}^{n_{y}} is the output, and θnθ\theta\in{\mathbb{R}}^{n_{\theta}} is an unknown parameter vector belonging to the known bounded set Θnθ\Theta\subseteq{\mathbb{R}}^{n_{\theta}}.

The problem of interest is that of designing a controller 𝒞\mathcal{C} ensuring global discernibility, i.e., identifiability of the unknown parameter vector θ\theta from observations of the plant input/output data

z=col(u,y).\displaystyle z={\rm col}(u,y)\,.

where col stands for column vector. In [10], the problem was addressed in the special case when the set Θ\Theta is finite and it was shown that, under mild assumption, global discernibility can be ensured by means of a LTI controller. When the set Θ\Theta is not finite, a single LTI controller in general cannot ensure global discernibility by itself. Nevertheless, as will be shown in the following, it turns out that global discernibility can be achieved by switching among a finite number of LTI controllers. Accordingly, let the controller be described by a switching linear system

{ξ˙=FσξGσyu=HσξKσy\displaystyle\left\{\begin{array}[]{l}\dot{\xi}=F_{\sigma}\,\xi-G_{\sigma}\,y\vskip 2.84544pt\\ u=H_{\sigma}\,\xi-K_{\sigma}\,y\end{array}\right. (6)

where ξnξ\xi\in{\mathbb{R}}^{n_{\xi}} is the controller state and σ:+𝒩:={1,2,,N}\sigma:{\mathbb{R}}_{+}\mapsto{\mathcal{N}}:=\left\{1,2,\ldots,N\right\} is the switching signal, i.e. the signal (right continuous) which identifies the index of the active system at each instant of time. Hereafter, it will be supposed that the switching signal σ\sigma is generated so as to have a finite number of discontinuity points in every finite time interval. For any i𝒩i\in\mathcal{N}, FiF_{i}, GiG_{i}, HiH_{i}, and KiK_{i} are constant matrices of appropriate dimensions. In the sequel, we shall denote by 𝒞i\mathcal{C}_{i} the LTI system with state-space representation {Fi,Gi,Hi,Ki}\{F_{i},G_{i},H_{i},K_{i}\} and by 𝒞σ\mathcal{C}_{\sigma} the control law associated with the switching signal σ\sigma.

Denote by χ=col(x,ξ)\chi=\textrm{col}(x,\xi) and z=col(u,y)z=\textrm{col}(u,y) the state and the output of the closed-loop system (𝒫(θ)/𝒞σ)(\mathcal{P}(\theta)/\mathcal{C}_{\sigma}) resulting from the interconnection of (3) and (6) when the unknown parameter takes value θ\theta and the controller switching signal is σ\sigma. The corresponding dynamics can be therefore expressed as

{χ˙=Ψσ(θ)χz=Λσ(θ)χ\displaystyle\left\{\begin{array}[]{l}\dot{\chi}=\Psi_{\sigma}(\theta)\,\chi\\ z=\Lambda_{\sigma}(\theta)\chi\end{array}\right. (9)

where, for any i𝒩i\in\mathcal{N} and θΘ\theta\in\Theta,

Ψi(θ)=[A(θ)B(θ)KiC(θ)B(θ)HiGiC(θ)Fi],\displaystyle\Psi_{i}(\theta)=\left[\begin{array}[]{cc}A(\theta)-B(\theta)\,K_{i}\,C(\theta)&B(\theta)\,H_{i}\\ -G_{i}\,C(\theta)&F_{i}\end{array}\right],\quad (12)
Λi(θ)=[KiC(θ)HiC(θ)0].\displaystyle\Lambda_{i}(\theta)=\left[\begin{array}[]{cc}-K_{i}\,C(\theta)&H_{i}\\ C(\theta)&0\end{array}\right]. (15)

Finally, let z(t,t0,x0,ξ0,θ,σ)z(t,t_{0},x_{0},\xi_{0},\theta,\sigma) denote the value at time tt of zz when the plant initial state at time t0t_{0} is x0x_{0}, the controller initial state is ξ0\xi_{0}, the unknown parameter vector takes value θ\theta, and the controller switching signal is σ\sigma. The following notions can be introduced.

Definition 1

Let the process be as in (3) and assume that uu and yy are available for measurements. Further, consider two distinct parameter vectors θ,θΘ\theta,\theta^{\prime}\in\Theta. A switching controller of the form (6) is said to be (θ\theta,θ\theta^{\prime})-discerning if, for any time-interval :=[t0,t0+T)\mathcal{I}:=[t_{0},\,t_{0}+T), with T>0T>0, there exists a switching signal σ:𝒩\sigma:\mathcal{I}\rightarrow\mathcal{N} such that

z(,t0,x0,ξ0,θ,σ)z(,t0,x0,ξ0,θ,σ)2, 0\displaystyle\left\|z(\cdot,t_{0},x_{0},\xi_{0},\theta,\sigma)-z(\cdot,t_{0},x^{\prime}_{0},\xi^{\prime}_{0},\theta^{\prime},\sigma)\right\|_{2,\mathcal{I}}\,\neq\,0 (16)

for all nonzero quadruples of vectors (x0,ξ0,x0,ξ0)(x_{0},\xi_{0},x^{\prime}_{0},\xi^{\prime}_{0}). In addition, the switching controller (6) is said to be globally discerning if it satisfies condition (16) for all pairs (θ,θ)(\theta,\theta^{\prime}) of different parameter vectors.  \blacksquare

In words, when the switching controller (6) is (θ\theta,θ\theta^{\prime})-discerning and a discerning switching signal σ\sigma is adopted, then 𝒫(θ)\mathcal{P}(\theta) and 𝒫(θ)\mathcal{P}(\theta^{\prime}) cannot give rise to the same observation data when 𝒞σ\mathcal{C}_{\sigma} is in the feedback loop (unless the initial conditions are null). As a consequence, under global discernibility, it is possible to uniquely identify the unknown parameter vector θ\theta by observing zz on the interval \mathcal{I}.

III Main results

In this section, we derive sufficient conditions for a switching control to be discerning and we show that, under mild assumptions, almost every switching controller is discerning provided that the number NN of controller modes is sufficiently large.

To this end, notice preliminarily that a necessary condition for the existence of a discerning controller is that all the pairs (A(θ),C(θ))(A(\theta),C(\theta)) are observable. In fact, the presence of unobservable dynamics would entail the existence of non-zero trajectories of the closed-loop state χ\chi corresponding to zero trajectories of the closed-loop output zz and, hence, for which it would be impossible to infer the plant mode. Accordingly, the following assumption is considered.

  1. A1.

    The pair (A(θ),C(θ))(A(\theta),C(\theta)) is observable for all θΘ\theta\in\Theta.

Let now φi(s,θ)\varphi_{i}(s,\theta) denote the characteristic polynomial of the closed-loop system (𝒫(θ)/𝒞i)(\mathcal{P}(\theta)/\mathcal{C}_{i}) resulting from the feedback interconnection of the plant 𝒫(θ)\mathcal{P}(\theta) with the ii-th controller mode 𝒞i\mathcal{C}_{i}. The following result holds.

Lemma 1

Let assumption A1 hold and suppose that, for any pair of distinct parameter vectors θ,θΘ\theta,\theta^{\prime}\in\Theta, there exist at least one index i𝒩i\in\mathcal{N} such that the two closed-loop characteristic polynomials φi(s,θ)\varphi_{i}(s,\theta) and φi(s,θ)\varphi_{i}(s,\theta^{\prime}) are coprime. Then, the following properties are true.

  1. (i)

    the switching controller (6) is globally discerning;

  2. (ii)

    condition (16) holds for any switching signal σ\sigma such that each controller mode i𝒩i\in\mathcal{N} is active, at least, on an interval i\mathcal{I}_{i}\subset\mathcal{I} of positive measure.

\blacksquare

Let now n¯ξ\bar{n}_{\xi} denotes the total number of elements of the controller matrices (Fi,Gi,Hi,Ki)(F_{i},G_{i},H_{i},K_{i}) when the controller order is nξn_{\xi}, and let 𝒟(θ,θ)n¯ξ\mathcal{D}(\theta,\theta^{\prime})\subseteq\mathbb{R}^{\bar{n}_{\xi}} be the set of controller matrices111Here, with a little abuse of notation, we identify the quadruples (Fi,Gi,Hi,Ki)(F_{i},G_{i},H_{i},K_{i}) with an n¯ξ\bar{n}_{\xi}-dimensional vector containing all the elements of the matrices (Fi,Gi,Hi,Ki)(F_{i},G_{i},H_{i},K_{i}) according to a given order. (Fi,Gi,Hi,Ki)(F_{i},G_{i},H_{i},K_{i}) for which the two closed-loop polynomials φi(s,θ)\varphi_{i}(s,\theta) and φi(s,θ)\varphi_{i}(s,\theta^{\prime}) are coprime. Further, for a given number NN of controller modes, let 𝒟NNn¯ξ\mathcal{D}_{N}\subseteq\mathbb{R}^{N\bar{n}_{\xi}} be the set of switching controllers (Fi,Gi,Hi,Ki),i𝒩(F_{i},G_{i},H_{i},K_{i}),i\in\mathcal{N} satisfying the hypothesis of Lemma 1 (i.e., such that for any pair of distinct parameter vectors θ,θΘ\theta,\theta^{\prime}\in\Theta, there exist at least one index i𝒩i\in\mathcal{N} such that the two closed-loop characteristic polynomials φi(s,θ)\varphi_{i}(s,\theta) and φi(s,θ)\varphi_{i}(s,\theta^{\prime}) are coprime). Since, in view of Lemma 1, all switching controllers belonging to 𝒟N\mathcal{D}_{N} are globally discerning, we are now interested in studying the properties of the sets 𝒟(θ,θ)\mathcal{D}(\theta,\theta^{\prime}) and 𝒟N\mathcal{D}_{N}.

To this end, recall that coprimeness of the two polynomials φi(s,θ)\varphi_{i}(s,\theta) and φi(s,θ)\varphi_{i}(s,\theta^{\prime}) is equivalent to the fact that their Sylvester resultant Ri(θ,θ)R_{i}(\theta,\theta^{\prime}) (i.e., the determinant of the Sylvester matrix associated with the two polynomials) is different from 0. With this respect, we note that Ri(θ,θ)R_{i}(\theta,\theta^{\prime}) depends polynomially on the elements of the controller matrices (Fi,Gi,Hi,Ki)(F_{i},G_{i},H_{i},K_{i}). Hence, when only a single pair of distinct parameter vectors θ,θΘ\theta,\theta^{\prime}\in\Theta is taken into account, the set of controller matrices (Fi,Gi,Hi,Ki)(F_{i},G_{i},H_{i},K_{i}) for which Ri(θ,θ)=0R_{i}(\theta,\theta^{\prime})=0, which is the complement of 𝒟(θ,θ)\mathcal{D}(\theta,\theta^{\prime}), is an algebraic set. Then, as well known, only two situations may occur: either Ri(θ,θ)=0R_{i}(\theta,\theta^{\prime})=0 is always satisfied; or Ri(θ,θ)=0R_{i}(\theta,\theta^{\prime})=0 is satisfied on a set with zero Lebesgue measure. In this latter case, the set 𝒟(θ,θ)\mathcal{D}(\theta,\theta^{\prime}) is generic 222Recall that a subset 𝒳\mathcal{X} of a topological space is generic when it is open and dense: for any x𝒳x\in\mathcal{X}, then there exists a neighborhood of xx contained in 𝒳\mathcal{X}; for any x𝒳x\notin\mathcal{X}, then every neighborhood of xx contains an element of 𝒳\mathcal{X}. (since it is the complement of a proper algebraic set). The following lemma, proved in [9], provides sufficient conditions for such a favorable situation to occur.

Lemma 2

[9] Let assumption A1 hold and consider two distinct parameter vectors θ,θΘ\theta,\theta^{\prime}\in\Theta. Then a controller (Fi,Gi,Hi,Ki)(F_{i},G_{i},H_{i},K_{i}) ensuring coprimeness of the two polynomials φi(s,θ)\varphi_{i}(s,\theta) and φi(s,θ)\varphi_{i}(s,\theta^{\prime}) exists if and only if the following two conditions hold:

  1. (a)

    the transfer functions of 𝒫(θ)\mathcal{P}(\theta) and 𝒫(θ)\mathcal{P}(\theta^{\prime}) are different;

  2. (b)

    the characteristic polynomials of the uncontrollable parts of 𝒫(θ)\mathcal{P}(\theta) and 𝒫(θ)\mathcal{P}(\theta^{\prime}) are coprime.

In addition, when conditions (a)-(b) holds, for any given controller order nξn_{\xi} the set 𝒟(θ,θ)\mathcal{D}(\theta,\theta^{\prime}) is generic and of full measure on n¯ξ\mathbb{R}^{\bar{n}_{\xi}}.  \blacksquare

Building on the above lemmas, under suitable regularity assumptions for the functions A(θ),B(θ),C(θ)A(\theta),B(\theta),C(\theta), it is possible to derive conditions for the existence of a global discerning switching controller on the whole uncertainty set Θ\Theta. In particular, by exploiting the results of [17], the following theorem can be stated.

Theorem 1

Let the uncertainty set Θ\Theta be contained in an analytic manifold nθ\mathcal{M}\subset\mathbb{R}^{n_{\theta}} of dimension MM and let the elements of the system matrices A(θ),B(θ),C(θ)A(\theta),B(\theta),C(\theta) be analytic functions of θ\theta on \mathcal{M}. Further, let assumption A1 and conditions (a)-(b) of Lemma 2 hold on \mathcal{M}. Then, provided that N2M+1N\geq 2\,M+1, the set 𝒟N\mathcal{D}_{N} is generic and of full measure on Nn¯ξ\mathbb{R}^{N\,\bar{n}_{\xi}}.  \blacksquare

A few remarks are in order. First of all, notice that Theorem 1 provides a bound on the number NN of controller modes that may be needed in order to ensure identifiability of the unknown parameter θ\theta in Θ\Theta. Such a bound is consistent with the results of [9, 10] where it is shown that when the set Θ\Theta is finite, i.e., it is a 0-dimensional manifold, one single LTI controller is generically discerning. As discussed in [17], the bound N2M+1N\geq 2\,M+1 for parameter distinguishability is tight for general maps (in the sense that when N<2M+1N<2\,M+1 one can find counterexamples). However, for specific cases, fewer controller modes can be sufficient. For instance, when θ\theta is a scalar parameter, one can consider a single LTI controller (Fi,Gi,Hi,Ki)(F_{i},G_{i},H_{i},K_{i}) and plot the root locus of the closed loop polynomial φi(s,θ)\varphi_{i}(s,\theta) as a function of θ\theta. Then, global discernibility is guaranteed provided that such a root locus never cross itself.

Notice finally that the set of analytic functions considered in the statement of Theorem 1 is quite general as it captures many function classes of interest (e.g., polynomials, trigonometric functions, exponentials, and also rational functions as long as away from singularities).

III-A Accounting for additional control objectives

In the foregoing analysis, only the global discernibility objective has been taken into account. However generally speaking, a control law should typically satisfy other control objectives, the most fundamental one being stability. With this respect, suppose that we want the switching controller to ensure closed-loop stability in a given subset Θ¯\bar{\Theta} of Θ\Theta together with global discernibility. For instance, Θ¯\bar{\Theta} can represent the neighborhood of the nominal operating condition and the switching controller should be designed so as to ensure: a satisfactory behavior in nominal conditions as well as the possibility of promptly identifying any departure from the nominal behavior (e.g, for fault-detection and isolation or for control reconfiguration purposes). An extreme case is when Θ¯=Θ\bar{\Theta}=\Theta so that we want to design a robust and globally discerning switching controller ensuring stability for any possible operating condition (of course this may be possible or not depending on the of size of the uncertainty set Θ\Theta).

As well known, a sufficient condition to ensure stability under switching is the existence of a common Lyapunov function. For example, if we consider a quadratic parameter-dependent Lyapunov function v(χ)=χΠ(θ)χv(\chi)=\chi^{\top}\Pi(\theta)\chi, then in order for the closed-loop system (𝒫(θ),𝒞σ)(\mathcal{P}(\theta),\mathcal{C}_{\sigma}) to be stable for any θΘ¯\theta\in\bar{\Theta} it is sufficient that there exists Π(θ)=Π(θ)\Pi(\theta)=\Pi(\theta)^{\top} such that

Π(θ)0,\displaystyle\Pi(\theta)\succ 0\,, (17)
Ψi(θ)Π(θ)+Π(θ)Ψi(θ)0,\displaystyle\Psi_{i}(\theta)^{\top}\Pi(\theta)+\Pi(\theta)\Psi_{i}(\theta)\prec 0\,, (18)

for any i𝒩i\in\mathcal{N} and for any θΘ¯\theta\in\bar{\Theta}. When the set Θ\Theta is compact, by means of simple continuity arguments, it is immediate to show that, for any given smooth Π(θ)\Pi(\theta), the set of controller matrices (Fi,Gi,Hi,Ki)(F_{i},G_{i},H_{i},K_{i}) satisfying (18) is an open subset of n¯ξ\mathbb{R}^{\bar{n}_{\xi}}. Then, recalling that, by definition, any non-empty open set contains a closed-ball of positive radius, the following result on the existence of global discerning controllers ensuring also stability can be readily stated.

Theorem 2

Let the same hypotheses of Theorem 1 hold. Further, let the set Θ¯\bar{\Theta} be compact and suppose that there exists at least one controller (Fi,Gi,Hi,Ki)(F_{i},G_{i},H_{i},K_{i}) for which conditions (17) and (18) are satisfied with the Lyapunov matrix Π(θ)\Pi(\theta) depending continuously on θ\theta. Then, whenever N2M+1N\geq 2\,M+1, the set of switching controllers (Fi,Gi,Hi,Ki),i𝒩(F_{i},G_{i},H_{i},K_{i}),i\in\mathcal{N} that jointly satisfies (17) and (18) and ensures global discernibility is non-negligible, in the sense that it contains a ball of positive radius in Nn¯ξ\mathbb{R}^{N\,\bar{n}_{\xi}}.  \blacksquare

IV Multi-model least-squares parameter estimation

In this section, we discuss how the unknown parameter vector θ\theta can be estimated from the closed-loop data zz on an interval =[t0,t0+T]\mathcal{I}=[t_{0},t_{0}+T] and we show that, when the data result from application of a discerning switching controller, the resulting estimate enjoys some nice properties even in the presence of unknown disturbances and measurement noises.

To this end, recall that, when the unknown parameter vector takes value θ\theta, the evolution of zz on the interval \mathcal{I} takes the form z(t,t0,x0,ξ0,θ,σ)z(t,t_{0},x_{0},\xi_{0},\theta,\sigma). Then the set 𝒮σ(θ)\mathcal{S}_{\sigma}(\theta) of all possible closed-loop data on the interval \mathcal{I} associated with θ\theta and with the switching signal σ\sigma can be written as

𝒮σ(θ)={z^2():z^()=z(,t0,x^0,ξ^0,θ,σ) on \displaystyle\mathcal{S}_{\sigma}(\theta)=\bigg{\{}\hat{z}\in\mathcal{L}_{2}(\mathcal{I}):\hat{z}(\cdot)=z(\cdot,t_{0},\hat{x}_{0},\hat{\xi}_{0},\theta,\sigma)\mbox{ on }\mathcal{I}
 for some x^0nx,ξ^0nξ}.\displaystyle\quad\quad\quad\quad\qquad\quad\mbox{ for some }\hat{x}_{0}\in\mathbb{R}^{n_{x}},\,\hat{\xi}_{0}\in\mathbb{R}^{n_{\xi}}\,\bigg{\}}.

Hence a natural approach for estimating the plant unknown parameters is the least-squares one, which amounts to selecting the parameter vector θ\theta for which the distance between the observed close-loop data zz on the interval \mathcal{I} and the set 𝒮σ(θ)\mathcal{S}_{\sigma}(\theta) is minimal. Accordingly, the optimal least-squares estimate θ^\hat{\theta}^{\circ} can be obtained as

θ^argminθ^Θδσ(z,θ^);\hat{\theta}^{\circ}\in\arg\min_{\hat{\theta}\in\Theta}{\delta_{\sigma}(z,\hat{\theta})}\,; (19)

where

δσ(z,θ^)=minx^0nx,ξ^0nξz()z(,t0,x^0,ξ^0,θ^,σ)2,.\delta_{\sigma}(z,\hat{\theta})=\min_{\hat{x}_{0}\in\mathbb{R}^{n_{x}},\,\hat{\xi}_{0}\in\mathbb{R}^{n_{\xi}}}\left\|z(\cdot)-z(\cdot,t_{0},\hat{x}_{0},\hat{\xi}_{0},\hat{\theta},\sigma)\right\|_{2,\mathcal{I}}\,. (20)

Concerning the computation of the distance (20), for any possible feedback loop (𝒫(θ),𝒞σ)(\mathcal{P}(\theta),\mathcal{C}_{\sigma}), let Φσ(t,t0,θ)\Phi_{\sigma}(t,t_{0},\theta) denote its state transition matrix and let Wσ(θ)W_{\sigma}(\theta) be its observability Gramian on the interval \mathcal{I}, i.e.,

Wσ(θ)=Φσ(t,t0,θ)Λσ(t)(θ)Λσ(t)(θ)Φσ(t,t0,θ)𝑑t.W_{\sigma}(\theta)=\int_{\mathcal{I}}\Phi_{\sigma}(t,t_{0},\theta)^{\top}\Lambda_{\sigma(t)}(\theta)^{\top}\Lambda_{\sigma(t)}(\theta)\Phi_{\sigma}(t,t_{0},\theta)dt\,.

Notice that, for any globally discerning switching control law, the observability Gramian Wσ(θ)W_{\sigma}(\theta) turns out to be positive definite for any θΘ\theta\in\Theta (otherwise there would be zero output trajectories corresponding to non-zero state trajectories and parameter identification would not be possible). Hence, in this case, the minimization in (20) yields

δσ(z,θ^)=(|z(t)Λσ(t)(θ^)Φσ(t,t0,θ^)(Wσ(θ^))1\displaystyle{\delta_{\sigma}(z,{\hat{\theta}})}=\bigg{(}\int_{\mathcal{I}}\bigg{|}z(t)-\Lambda_{\sigma(t)}(\hat{\theta})\Phi_{\sigma}(t,t_{0},\hat{\theta})\left(W_{\sigma}(\hat{\theta})\right)^{-1}
×Φσ(τ,t0,θ^)Λσ(τ)(θ^)z(τ)dτ|2dt)1/2.\displaystyle\quad{}\times\int_{\mathcal{I}}\Phi_{\sigma}(\tau,t_{0},\hat{\theta})^{\top}\,\Lambda_{\sigma(\tau)}(\hat{\theta})^{\top}z(\tau)\,d\tau\,\bigg{|}^{2}dt\,\bigg{)}^{1/2}.

For further considerations on how this quantity can be computed in practice the interested reader is referred to Appendix A of [16], where a similar problem is addressed.

From Definition 1, it is immediately clear that when a globally discerning switching control law is adopted, for any non null zz the δσ(z,θ^)\delta_{\sigma}(z,\hat{\theta}) is zero if and only if θ^\hat{\theta} coincides with θ\theta, the true parameter vector.

Proposition 1

Let the switching controller (6) be globally discerning and a discerning switching signal σ\sigma be adopted on the observation interval \mathcal{I}. Further, let the observed data zz be generated by the closed-loop system (9) from initial condition χ0=(x0,ξ0)0\chi_{0}=(x_{0},\xi_{0})\neq 0. Then, θ^=θ\hat{\theta}^{\circ}=\theta.  \blacksquare

While the above proposition illustrates the theoretical effectiveness of the leas-squares estimation criterion in ideal conditions, in practice computation of the minimum in (19) can be a quite challenging task when the set Θ\Theta is not finite. In this case, a standard approach is the multi-model one which amounts to considering only a finite number, say L, of possible parameter values by constructing the finite set ΘL={θ,=1,,L}Θ\Theta_{L}=\{\theta_{\ell},\,\ell=1,\ldots,L\}\subseteq\Theta. Typically, ΘL\Theta_{L} is obtained by sampling the set Θ\Theta with a given guaranteed density ε\varepsilon, so that for any θΘ\theta\in\Theta there exists at least one θΘL\theta_{\ell}\in\Theta_{L} such that |θθ|ϵ|\theta-\theta_{\ell}|\leq\epsilon. When such a condition is satisfied, we say that ΘL\Theta_{L} is ϵ\epsilon-dense in Θ\Theta. Accordingly, the following multi-model least squares criterion can be used to estimate the unknown parameter vector θ\theta

θ^Largminθ^ΘLδσ(z,θ^)\hat{\theta}_{L}\in\arg\min_{\hat{\theta}\in\Theta_{L}}{\delta_{\sigma}(z,\hat{\theta})} (21)

as an alternative to (19).

Remark 1

Guidelines on how to choose an ϵ\epsilon-dense finite covering for Θ\Theta can be found, for instance, in [18]-[20].  \blacksquare

IV-A Properties of multi-model least-squares parameter estimation

When analyzing of the properties of an estimation criterion, either optimal as in (19) or approximate as in (21), it is important to take into account also the effects of process disturbances and measurement noises. With this respect, in the following analysis we suppose that the plant state and measurement equations are affected by additive disturbances dd and nn, respectively, i.e.,

𝒫(θ):{x˙=A(θ)x+B(θ)u+dy=C(θ)x+n\mathcal{P}(\theta):\left\{\begin{array}[]{rcl}\dot{x}&=&A(\theta)\,x+B(\theta)\,u+d\\ y&=&C(\theta)\,x+n\end{array}\right. (22)

with dnxd\in\mathbb{R}^{n_{x}} and nnyn\in\mathbb{R}^{n_{y}}. Then, it is an easy matter to verify that a state space representation of the closed-loop system (𝒫(θ)/𝒞σ)(\mathcal{P}(\theta)/\mathcal{C}_{\sigma}) takes the form

{χ˙=Ψσ(θ)χ+Ξσ(θ)vz=Λσ(θ)χ+Γσv\left\{\begin{array}[]{rcl}\dot{\chi}&=&\Psi_{\sigma}(\theta)\,\chi+\Xi_{\sigma}(\theta)\,v\\ z&=&\Lambda_{\sigma}(\theta)\,\chi+\Gamma_{\sigma}\,v\end{array}\right. (23)

where v=(d,n)v=(d,n) and

Ξi(θ)=[IB(θ)Ki0Gi],Γi=[0Ki0I],\Xi_{i}(\theta)=\left[\begin{array}[]{cc}I&B(\theta)\,K_{i}\\ 0&G_{i}\end{array}\right]\,,\quad\Gamma_{i}=\left[\begin{array}[]{cc}0&K_{i}\\ 0&I\end{array}\right]\,,

for any i𝒩i\in{\mathcal{N}} and θΘ\theta\in\Theta. Further, thanks to linearity, the closed-loop data zz can be decomposed as

z=z(n)+z(f)z=z^{({\rm n})}+z^{({\rm f})} (24)

where z(f)z^{({\rm f})} is the forced response and z(n)(t)z^{({\rm n})}(t) is the natural response which can be written as

z(n)(t)=z(t,t0,x0,ξ0,θ,σ)z^{({\rm n})}(t)=z(t,t_{0},x_{0},\xi_{0},\theta,\sigma)

with z(t,t0,x0,ξ0,θ,σ)z(t,t_{0},x_{0},\xi_{0},\theta,\sigma) the same function of the previous sections. Notice also that the forced response z(f)z^{({\rm f})} can be bounded in terms of the disturbance amplitude as follows.

Proposition 2

Let the set Θ\Theta be compact and let the elements of A(θ)A(\theta), B(θ)B(\theta), and C(θ)C(\theta) depend continuously on θ\theta. Then, for any =[t0,t0+T]\mathcal{I}=[t_{0},t_{0}+T], there exists a positive real γ\gamma such that

z(f)2,γv,.\|z^{({\rm f})}\|_{2,\mathcal{I}}\leq\gamma\,\|v\|_{\infty,\mathcal{I}}\,. (25)

\blacksquare

Notice now that, by virtue of the triangular inequality, we have

δσ(z(n),θ^)z(f)2,δσ(z,θ^)δσ(z(n),θ^)+z(f)2,{\delta_{\sigma}(z^{({\rm n})},{\hat{\theta}})}-\|z^{({\rm f})}\|_{2,\mathcal{I}}\leq{\delta_{\sigma}(z,{\hat{\theta}})}\leq{\delta_{\sigma}(z^{({\rm n})},{\hat{\theta}})}+\|z^{({\rm f})}\|_{2,\mathcal{I}} (26)

for any θ^Θ\hat{\theta}\in\Theta. Hence, the properties of the least-squares estimate θ^L\hat{\theta}_{L} can be investigated by deriving bounds on δσ(z(n),θ^){\delta_{\sigma}(z^{({\rm n})},{\hat{\theta}})}. In this respect, the following result is relevant.

Proposition 3

Consider the same assumptions as in Proposition 1. Then, for any θ^Θ\hat{\theta}\in\Theta,

[δσ(z(n),θ^)]2\displaystyle[{\delta_{\sigma}(z^{({\rm n})},{\hat{\theta}})}]^{2}
=[χ0Vσ(θ,θ^)χ0]Wσ(θ,θ^)[χ0Vσ(θ,θ^)χ0]\displaystyle{}=\left[\begin{array}[]{r}\chi_{0}\\ -V_{\sigma}(\theta,\hat{\theta})\chi_{0}\end{array}\right]^{\top}W_{\sigma}(\theta,\hat{\theta})\left[\begin{array}[]{r}\chi_{0}\\ -V_{\sigma}(\theta,\hat{\theta})\chi_{0}\end{array}\right]

where

Uσ(θ,θ^)\displaystyle U_{\sigma}(\theta,\hat{\theta}) =\displaystyle= Φσ(τ,t0,θ^)Λσ(τ)(θ^)\displaystyle\int_{\mathcal{I}}\Phi_{\sigma}(\tau,t_{0},\hat{\theta})^{\top}\,\Lambda_{\sigma(\tau)}(\hat{\theta})^{\top} (28)
×Λσ(τ)(θ)Φσ(τ,t0,θ)dτ\displaystyle\times\Lambda_{\sigma(\tau)}(\theta)\,\Phi_{\sigma}(\tau,t_{0},\theta)\,d\tau
Vσ(θ,θ^)\displaystyle V_{\sigma}(\theta,\hat{\theta}) =\displaystyle= (Wσ(θ^))1Uσ(θ,θ^)\displaystyle\left(W_{\sigma}(\hat{\theta})\right)^{-1}U_{\sigma}(\theta,\hat{\theta}) (29)
Wσ(θ,θ^)\displaystyle W_{\sigma}(\theta,\hat{\theta}) =\displaystyle= [Wσ(θ)Uσ(θ,θ^)Uσ(θ,θ^)Wσ(θ^)].\displaystyle\left[\begin{array}[]{ll}W_{\sigma}(\theta)&U_{\sigma}(\theta,\hat{\theta})^{\top}\\ U_{\sigma}(\theta,\hat{\theta})&W_{\sigma}(\hat{\theta})\end{array}\right]\,. (32)

\blacksquare

For any pair of parameter vectors θ,θ^Θ\theta,\hat{\theta}\in\Theta, the joint observability Gramian Wσ(θ,θ^)W_{\sigma}(\theta,\hat{\theta}) provides information concerning the degree of distinguishability between the two closed-loop systems (𝒫(θ),𝒞σ)(\mathcal{P}(\theta),\mathcal{C}_{\sigma}) and (𝒫(θ^),𝒞σ)(\mathcal{P}(\hat{\theta}),\mathcal{C}_{\sigma}). In fact, whenever the switching control law 𝒞σ\mathcal{C}_{\sigma} is globally discerning, the matrix Wσ(θ,θ^)W_{\sigma}(\theta,\hat{\theta}) is singular if and only if θ=θ^\theta=\hat{\theta} (this is a straightforward consequence of Proposition 1). Then, we can derive the following result.

Lemma 3

Let the same assumptions as in Proposition 1 hold. Further, let the set Θ\Theta be compact and let the elements of A(θ)A(\theta), B(θ)B(\theta), and C(θ)C(\theta) depend continuously on θ\theta. Moreover, let the switching controller (6) be globally discerning and a discerning switching signal σ\sigma be adopted on the observation interval \mathcal{I}. Then, there exist two class 𝒦\mathcal{K} functions333Recall that a function φ:++\varphi:\mathbb{R}^{+}\rightarrow\mathbb{R}^{+} belongs to class 𝒦\mathcal{K} if it is continuous, strictly increasing, and φ(0)=0\varphi(0)=0. α()\alpha(\cdot) and β()\beta(\cdot) such that

α(|θθ^|)|χ0|δσ(z(n),θ^)β(|θθ^|)|χ0|\alpha(|\theta-\hat{\theta}|)\,|\chi_{0}|\leq{\delta_{\sigma}(z^{({\rm n})},{\hat{\theta}})}\leq\beta(|\theta-\hat{\theta}|)\,|\chi_{0}| (33)

for any θ^Θ\hat{\theta}\in\Theta.  \blacksquare

The importance of Lemma 3 is that it allows to bound the distance δσ(z(n),θ^){\delta_{\sigma}(z^{({\rm n})},{\hat{\theta}})}, pertaining to the noise-free dynamics, in terms of the initial state χ0\chi_{0} and of the distance between the true parameter vector θ\theta and the candidate estimate θ^\hat{\theta}. In particular, the left-most inequality in (33) ensures that δσ(z(n),θ^){\delta_{\sigma}(z^{({\rm n})},{\hat{\theta}})} cannot be small when the discrepancy θθ^\theta-\hat{\theta} is large, whereas the right-most inequality ensures that δσ(z(n),θ^){\delta_{\sigma}(z^{({\rm n})},{\hat{\theta}})} nicely degrades to 0 as the estimate θ^\hat{\theta} approaches the true value θ\theta. With respect to the latter observation, from (33) it follows that when ΘL\Theta_{L} is ϵ\epsilon-dense in Θ\Theta there always exists a parameter vector θΘL\theta_{\ell}\in\Theta_{L} such that δσ(z(n),θ)β(ϵ)|χ0|{\delta_{\sigma}(z^{({\rm n})},{\theta_{\ell}})}\leq\beta(\epsilon)\,|\chi_{0}|. By exploiting inequalities (26) and (33), the main result of this section can finally be stated.

Theorem 3

Let the same assumptions as in Lemma 3 hold. Further, let ΘL\Theta_{L} be ϵ\epsilon-dense in Θ\Theta. Then, the estimate θ^L\hat{\theta}_{L} obtained as in (21) is such that

|θθ^L|α1(β(ε)+2γv,|χ0|)|\theta-\hat{\theta}_{L}|\leq\alpha^{-1}\left(\beta(\varepsilon)+\frac{2\,\gamma\,\|v\|_{\infty,\mathcal{I}}}{|\chi_{0}|}\right) (34)

where α1()\alpha^{-1}(\cdot) is the inverse of α()\alpha(\cdot).  \blacksquare

Concerning the upper bound on the estimation error provided by inequality (34), it can be seen that the term β(ε)\beta(\varepsilon) (which decreases the denser the sampling ΘL\Theta_{L} is) accounts for the fact that only a finite number of models is considered, while the term 2γv,/|χ0|2\,\gamma\,\|v\|_{\infty,\mathcal{I}}/|\chi_{0}| can be seen as a sort of noise-to-signal ratio, and indeed goes to 0 as the disturbance v,\|v\|_{\infty,\mathcal{I}} goes to 0.

V An example

In the following, a simple example is provided in order to illustrate how identifiability of an uncertain parameter vector can be achieved my means of switching control. To this end, consider an LTI plant with system matrices

A(θ)=[010a],B(θ)=[0b],C(θ)=[10],A(\theta)=\left[\begin{array}[]{rr}0&1\\ 0&-a\end{array}\right],\quad B(\theta)=\left[\begin{array}[]{r}0\\ b\end{array}\right],\quad C(\theta)=\left[1\quad 0\right],

with θ=(a,b)\theta=(a,b), and let the switching controller be a purely proportional one

u=Kσy.u=-K_{\sigma}\,y\,.

Since, the plant transfer matrix is P(s,θ)=b/[s(s+a)]P(s,\theta)=b/[s\,(s+a)], each closed-loop characteristic polynomial takes the form φi(s,θ)=s2+as+bKi.\varphi_{i}(s,\theta)=s^{2}+a\,s+b\,K_{i}\,.

V-A One uncertain parameter

Suppose first, for illustration purpose, that only the gain bb is uncertain whereas aa is perfectly known, i.e., Θ={(a,b):a=a0,b[b1,b2]}\Theta=\left\{(a,b):a=a_{0},b\in[b_{1},b_{2}]\right\}. Notice that assumption A1 holds whenever a00a_{0}\neq 0. Hence, in this case, we can exploit Lemma 1 and consider, for any pair b,bb,b^{\prime} the two polynomials

φi(s,θ)=s2+a0s+bKi,\displaystyle\varphi_{i}(s,\theta)=s^{2}+a_{0}\,s+b\,K_{i}\,,
φi(s,θ)=s2+a0s+bKi.\displaystyle\varphi_{i}(s,\theta^{\prime})=s^{2}+a_{0}\,s+b^{\prime}\,K_{i}\,.

As it can be easily verified, the Sylvester resultant of such polynomials is

Ri(θ,θ)=Ki2(bb)2.R_{i}(\theta,\theta^{\prime})=K_{i}^{2}\,(b-b^{\prime})^{2}.

Then, it can be seen that if Ki0K_{i}\neq 0, the resultant is different from 0 whenever bb and bb^{\prime} are different. Hence, in this case, a single proportional controller with non-null gain is globally discerning and there is no need for considering a switching controller in that 𝒟1={K10}\mathcal{D}_{1}=\{K_{1}\neq 0\}. Similar considerations hold when aa is uncertain and bb is perfectly known.

V-B Two uncertain parameters

Suppose now that both aa and bb are uncertain, i.e., Θ={(a,b):a[a1,a2],b[b1,b2]}\Theta=\left\{(a,b):a\in[a_{1},a_{2}],b\in[b_{1},b_{2}]\right\}. Again, assumption A1 holds provided that 0[a1,a2]0\notin[a_{1},a_{2}]. Straightforward calculations allow to see that, in this case, the resultant of the two polynomials

φi(s,θ)=s2+as+bKi,\displaystyle\varphi_{i}(s,\theta)=s^{2}+a\,s+b\,K_{i}\,,
φi(s,θ)=s2+as+bKi\displaystyle\varphi_{i}(s,\theta^{\prime})=s^{2}+a^{\prime}\,s+b^{\prime}\,K_{i}\

is

Ri(θ,θ)=Ki2(bb)2Ki(baab)(aa).R_{i}(\theta,\theta^{\prime})=K_{i}^{2}\,(b-b^{\prime})^{2}-K_{i}(b\,a^{\prime}-a\,b^{\prime})(a-a^{\prime}).

Hence, a single controller is not sufficient for global discernibility as by choosing

(bb)2=ε,=Kiε(b-b^{\prime})^{2}=\varepsilon,\quad=K_{i}\,\varepsilon (35)

one has Ri(θ,θ)=0R_{i}(\theta,\theta^{\prime})=0. In fact, since ε\varepsilon can be arbitrarily small, it is always possible to find a,b,a,ba,b,a^{\prime},b^{\prime} so as to satisfy (35) regardless of the amplitude of the uncertainty set Θ\Theta. Then 𝒟1=\mathcal{D}_{1}=\emptyset.
On the contrary, it can be seen that a switching controller with two modes, N=2N=2, is generically globally discerning. To see this, notice that

[R1(θ,θ)R2(θ,θ)]=[K12K1K22K2][(bb)2(baab)(aa)]\left[\begin{array}[]{l}R_{1}(\theta,\theta^{\prime})\\ R_{2}(\theta,\theta^{\prime})\end{array}\right]=\left[\begin{array}[]{ll}K_{1}^{2}&-K_{1}\\ K_{2}^{2}&-K_{2}\end{array}\right]\left[\begin{array}[]{l}(b-b^{\prime})^{2}\\ (b\,a^{\prime}-a\,b^{\prime})(a-a^{\prime})\end{array}\right]

and

det[K12K1K22K2]=K1K2(K2K1).\det\left[\begin{array}[]{ll}K_{1}^{2}&-K_{1}\\ K_{2}^{2}&-K_{2}\end{array}\right]=K_{1}\,K_{2}(K_{2}-K_{1}).

If we choose K1K_{1} and K2K_{2} such that K1K2K_{1}\neq K_{2}, K10K_{1}\neq 0, and K20K_{2}\neq 0 the above determinant turns out to be different from 0. As a consequence, in this case, the two resultants R1(θ,θ)R_{1}(\theta,\theta^{\prime}) and R2(θ,θ)R_{2}(\theta,\theta^{\prime}) can simultaneously vanish if and only if (bb)2=0(b-b^{\prime})^{2}=0 and (baab)(aa)=0(b\,a^{\prime}-a\,b^{\prime})(a-a^{\prime})=0 which is equivalent to a=aa=a^{\prime} and b=bb=b^{\prime}. Hence, we have that 𝒟2={(K1,K2):K1K2,K10,K20}\mathcal{D}_{2}=\{(K_{1},K_{2}):\;K_{1}\neq K_{2},\,K_{1}\neq 0,\,K_{2}\neq 0\} which is generic and of full measure in 2\mathbb{R}^{2}.

VI Conclusions

In this paper, we have addressed the problem of identifying the parameters of an uncertain linear system by means of switching control. It was shown that even when the uncertainty set is not finite, parameter identifiability can be generically ensured by switching among a finite number of linear time-invariant controllers. In particular, the results show that an upper bound on the number of controller modes needed for parameter identifiability can be given in terms of the dimension of the uncertainty set. The results also indicate that the seemingly conflicting goals of ensuring parameter identifiability as well as a satisfactory behavior of the feedback system can be simultaneously accomplished by means of switching control.

Several practical aspects have also been discussed. In particular, we have analyzed the properties of least-squares parameter estimation in connection with the use of discerning controllers, providing bounds on the worst-case parameter estimation error in the presence of: i) finite covering of the uncertainty set; and ii) bounded disturbances affecting the process dynamics as well as measurement noises.

The results lend themselves to be extended in various directions. Most notably, these results find a very natural application in the context of switching control for uncertain systems. In this respect, we envision that the analysis tools introduced in this paper should lead to the development of novel control reconfiguration algorithms capable of achieving input-to-state stability for uncertain systems even when the uncertainty set is described by a continuum.

Appendix

Proof of Lemma 1: Consider two distinct parameter vectors θ,θΘ\theta,\theta^{\prime}\in\Theta and consider an index ii for which φi(s,θ)\varphi_{i}(s,\theta) and φi(s,θ)\varphi_{i}(s,\theta^{\prime}) are coprime. Let the controller 𝒞i\mathcal{C}_{i} be active on an interval i=[t¯,t¯]\mathcal{I}_{i}=[\underline{t},\bar{t}]\subset\mathcal{I}. Consider now a nonzero quadruples of vectors (x0,ξ0,x0,ξ0)(x_{0},\xi_{0},x_{0}^{\prime},\xi^{\prime}_{0}) representing possible initial states of the two feedback loops (𝒫(θ)/𝒞σ)(\mathcal{P}(\theta)/\mathcal{C}_{\sigma}) and (𝒫(θ)/𝒞σ)(\mathcal{P}(\theta^{\prime})/\mathcal{C}_{\sigma}) at time t0t_{0}. Let (x¯,ξ¯,x¯,ξ¯)(\underline{x},\underline{\xi},\underline{x}^{\prime},\underline{\xi}^{\prime}) be the corresponding states that are reached at time t¯\underline{t}, i.e., at the beginning of the time interval i\mathcal{I}_{i}, under the switching law σ\sigma. Suppose now the switching signal σ\sigma is chosen so as to satisfy a dwell-time condition, i.e., in such a way that there exists a lower bound τdwell\tau_{\rm dwell} on the time interval between subsequent variations of the controller index. Then, it is immediate to see that, under such a switching law, when (x0,ξ0,x0,ξ0)0(x_{0},\xi_{0},x_{0}^{\prime},\xi^{\prime}_{0})\neq 0 then also (x¯,ξ¯,x¯,ξ¯)0(\underline{x},\underline{\xi},\underline{x}^{\prime},\underline{\xi}^{\prime})\neq 0. In fact, such a state is reached after switching a finite number of times between autonomous linear systems, i.e., the feedback loops, and it is known that an autonomous linear system cannot reach the zero state in finite time starting from a non-zero initial state. Notice now that, under assumption A1, coprimeness of the polynomials φi(s,θ)\varphi_{i}(s,\theta) and φi(s,θ)\varphi_{i}(s,\theta^{\prime}) implies observability of the parallel system

{[χ˙χ˙]=[Ψi(θ)00Ψi(θ)][χχ]z~=[Λi(θ)Λi(θ)][χχ]\left\{\begin{split}&\left[\begin{array}[]{c}\dot{\chi}\\ \dot{\chi}^{\prime}\end{array}\right]=\left[\begin{array}[]{cc}\Psi_{i}(\theta)&0\\ 0&\Psi_{i}(\theta)\end{array}\right]\left[\begin{array}[]{c}\chi\\ \chi^{\prime}\end{array}\right]\\ &\tilde{z}=\left[\Lambda_{i}(\theta)\quad-\Lambda_{i}(\theta)\right]\left[\begin{array}[]{c}\chi\\ \chi^{\prime}\end{array}\right]\end{split}\right.

(see for instance Proposition 1 of [9]). Then, if we initialize such a system as (χ(t¯),χ(t¯))=(x¯,ξ¯,x¯,ξ¯)0(\chi(\underline{t}),\chi^{\prime}(\underline{t}))=(\underline{x},\underline{\xi},\underline{x}^{\prime},\underline{\xi}^{\prime})\neq 0 at time t¯\underline{t}, we have that z~\tilde{z} is different from 0 a.e. on i=[t¯,t¯]\mathcal{I}_{i}=[\underline{t},\bar{t}], where “a.e.” stands for “almost everywhere”, i.e. everywhere except on a set of zero Lebesgue measure. This, in turn, implies that z(t,t¯,x¯,ξ¯,θ,i)z(t,t¯,x¯,ξ¯,θ,i)z(t,\underline{t},\underline{x},\underline{\xi},\theta,i)\neq z(t,\underline{t},\underline{x}^{\prime},\underline{\xi}^{\prime},\theta^{\prime},i), or equivalently, z(t,t0,x0,ξ0,θ,σ)z(t,t0,x0,ξ0,θ,i)z(t,t_{0},x_{0},\xi_{0},\theta,\sigma)\neq z(t,t_{0},x_{0}^{\prime},\xi_{0}^{\prime},\theta^{\prime},i), a.e. on i=[t¯,t¯]\mathcal{I}_{i}=[\underline{t},\bar{t}]. Then, by choosing a switching signal σ\sigma which satisfies a dwell-time condition and is such that each controller mode ii is active, at least, on an interval i\mathcal{I}_{i}\subset\mathcal{I} of positive measure, the same line reasoning can be repeated for any pair θ,θΘ\theta,\theta^{\prime}\in\Theta with θθ\theta\neq\theta^{\prime}, thus concluding the proof.  \blacksquare

Proof of Theorem 1: Notice first that the resultant Ri(θ,θ)R_{i}(\theta,\theta^{\prime}) of the two polynomials φi(θ)\varphi_{i}(\theta) and φi(θ)\varphi_{i}(\theta^{\prime}) is a polynomial (and hence analytic) function of the elements of the matrices (A(θ),B(θ),C(θ))(A(\theta),B(\theta),C(\theta)), (A(θ),B(θ),C(θ))(A(\theta^{\prime}),B(\theta^{\prime}),C(\theta^{\prime})), and (Fi,Gi,Hi,Ki)(F_{i},G_{i},H_{i},K_{i}). This, in turn, implies that Ri(θ,θ)R_{i}(\theta,\theta^{\prime}) is an analytic function of θ\theta and θ\theta^{\prime} (since the composition of analytic functions is analytic). Notice now that, under the stated hypotheses, Lemma 2 ensures that, for any pair θ,θ\theta,\theta^{\prime}\in\mathcal{M} with θθ\theta\neq\theta^{\prime}, it is possible to find at least one set of matrices (Fi,Gi,Hi,Ki)(F_{i},G_{i},H_{i},K_{i}) such that φi(θ)\varphi_{i}(\theta) and φi(θ)\varphi_{i}(\theta^{\prime}) are coprime and, hence, Ri(θ,θ)0R_{i}(\theta,\theta^{\prime})\neq 0. Recall, finally, that the set 𝒟N\mathcal{D}_{N} corresponds to the set of switching controllers (Fi,Gi,Hi,Ki)i𝒩(F_{i},G_{i},H_{i},K_{i})i\in\mathcal{N} for which the vector function col(Ri(θ,θ),i𝒩){\rm col}\left(R_{i}(\theta,\theta^{\prime}),i\in\mathcal{N}\right) is different from 0 for any pair θ,θ\theta,\theta^{\prime}\in\mathcal{M} with θθ\theta\neq\theta^{\prime}. Then, proceeding as in the proof of Theorem 2 of [17], we can conclude that 𝒟N\mathcal{D}_{N} is generic and of full measure on Nn¯ξ\mathbb{R}^{N\bar{n}_{\xi}} whenever N2M+1N\geq 2\,M+1.  \blacksquare

Proof of Theorem 2: Let (Fi,Gi,Hi,Ki)(F_{i},G_{i},H_{i},K_{i}) be a controller for which conditions (17) and (18) are satisfied with Π(θ)\Pi(\theta) continuous in θ\theta. Further, consider a closed ball (ε)\mathcal{B}(\varepsilon) in the controller parameter space n¯ξ\mathbb{R}^{\bar{n}_{\xi}} centered in (Fi,Gi,Hi,Ki)(F_{i},G_{i},H_{i},K_{i}) and with radius ε\varepsilon and let

β(ε)=max(F,G,H,K)(ε)maxθΘ¯λmax{Ψi(θ)Π(θ)+Π(θ)Ψi(θ)}.\begin{split}&\beta(\varepsilon)=\\ &\max_{(F,G,H,K)\in\mathcal{B}(\varepsilon)}\max_{\theta\in\bar{\Theta}}\lambda_{\rm max}\left\{\Psi_{i}(\theta)^{\top}\Pi(\theta)+\Pi(\theta)\Psi_{i}(\theta)\right\}\,.\end{split}

Note that, in view of the compactness of Θ¯\bar{\Theta} and of the continuity of Ψ(θ)\Psi(\theta) and Π(θ)\Pi(\theta), we have that maxθΘ¯λmax{Ψi(θ)Π(θ)+Π(θ)Ψi(θ)}=β(0)<0\max_{\theta\in\bar{\Theta}}\lambda_{\rm max}\left\{\Psi_{i}(\theta)^{\top}\Pi(\theta)+\Pi(\theta)\Psi_{i}(\theta)\right\}=\beta(0)<0. Moreover, under the considered hypotheses, it is easy to show that β(ε)\beta(\varepsilon) depends continuously on ε\varepsilon (in this respect, notice that Ψi(θ)\Psi_{i}(\theta) is an affine function of the controller matrices (Fi,Gi,Hi,Ki)(F_{i},G_{i},H_{i},K_{i})). Hence, this implies the existence of ε>0\varepsilon>0 such that β(ε)<0\beta(\varepsilon)<0, i.e., such that all the controllers in (ε)\mathcal{B}(\varepsilon) satisfies (18) with the same Lyapunov matrix Π(θ)\Pi(\theta). As a consequence, the set 𝒢n¯ξ\mathcal{G}\subset\mathbb{R}^{\bar{n}_{\xi}} of all controllers satisfying (18) with the Lyapunov matrix Π(θ)\Pi(\theta) turns out to be open, and 𝒢N\mathcal{G}^{N} will be open as well. Finally, when N2M+1N\geq 2M+1, the set 𝒟N\mathcal{D}_{N} is generic and of full measure on Nn¯ξ\mathbb{R}^{N\,\bar{n}_{\xi}} and, hence, 𝒢N𝒟N\mathcal{G}^{N}\cap\mathcal{D}_{N} is non-negligible.  \blacksquare

Proof of Proposition 1: This is a straightforward consequence of the fact that, when θ^θ\hat{\theta}\neq\theta, we cannot have z(t)=z(t,t0,x^0,ξ^0,θ^,σ)z(t)=z(t,t_{0},\hat{x}_{0},\hat{\xi}_{0},\hat{\theta},\sigma) a.e. on \mathcal{I}, since the observed closed-loop data are generated as z(t)=z(t,t0,x0,ξ0,θ,σ)z(t)=z(t,t_{0},x_{0},\xi_{0},\theta,\sigma) with (x0,ξ0)0(x_{0},\xi_{0})\neq 0 and the control law 𝒞σ\mathcal{C}_{\sigma} is supposed to be discerning. Hence, δσ(z,θ^)>0\delta_{\sigma}(z,\hat{\theta})>0 whenever θ^θ\hat{\theta}\neq\theta, and δσ(z,θ)=0\delta_{\sigma}(z,\theta)=0 since by hypothesis z𝒮σ(θ)z\in\mathcal{S}_{\sigma}(\theta).  \blacksquare

Proof of Proposition 2: Recalling that the forced response z(f)z^{({\rm f})} of the switching linear system (𝒫(θ)/𝒞σ)(\mathcal{P}(\theta)/\mathcal{C}_{\sigma}) can be written as

z(f)(t)=Λσ(t)(θ)t0tΦσ(τ,t0,θ)Ξσ(τ)(θ)v(τ)𝑑τ+Γσ(t)v(t),\begin{split}&z^{({\rm f})}(t)=\Lambda_{\sigma(t)}(\theta)\int_{t_{0}}^{t}\Phi_{\sigma}(\tau,t_{0},\theta)\,\Xi_{\sigma(\tau)}(\theta)\,v(\tau)\,d\tau\\ &\quad\quad\quad+\Gamma_{\sigma(t)}\,v(t)\,,\end{split}

it is an easy matter to see that

|z(f)(t)||Λσ(t)(θ)|t0t|Φσ(τ,t0,θ)Ξσ(τ)(θ)|𝑑τv,+|Γσ(t)||v(t)|.\begin{split}&|z^{({\rm f})}(t)|\leq\left|\Lambda_{\sigma(t)}(\theta)\right|\int_{t_{0}}^{t}\left|\Phi_{\sigma}(\tau,t_{0},\theta)\,\Xi_{\sigma(\tau)}(\theta)\right|\,d\tau\,\|v\|_{\infty,\mathcal{I}}\\ &\quad\quad\quad+\left|\Gamma_{\sigma(t)}\right|\,\left|v(t)\right|\,.\end{split}

From the latter inequality, the bound in (25) can be readily obtained since, by hypothesis, the switching signal σ\sigma contains only a finite number of discontinuity points in \mathcal{I}.  \blacksquare

Proof of Proposition 3: It follows from standard calculations by replacing z(n)(t)z^{({\rm n})}(t) with Λσ(t)(θ)Φσ(t,t0,θ)\Lambda_{\sigma(t)}(\theta)\,\Phi_{\sigma}(t,t_{0},\theta) in the expression for the distance δσ(z(n),θ^)\delta_{\sigma}(z^{({\rm n})},\hat{\theta}).  \blacksquare

Proof of Lemma 3: In view of Proposition 3, we have that

δσ(z(n),θ^)β1(θ,θ^)|χ0|\delta_{\sigma}(z^{({\rm n})},\hat{\theta})\leq\beta_{1}(\theta,\hat{\theta})|\chi_{0}|

with

β12(θ,θ^)=λmax{[IVσ(θ,θ^)]Wσ(θ,θ^)[IVσ(θ,θ^)]}.\begin{split}&\beta_{1}^{2}(\theta,\hat{\theta})=\\ &\quad\lambda_{\rm max}\left\{\left[\begin{array}[]{c}I\\ -V_{\sigma}(\theta,\hat{\theta})\end{array}\right]^{\top}W_{\sigma}(\theta,\hat{\theta})\left[\begin{array}[]{c}I\\ -V_{\sigma}(\theta,\hat{\theta})\end{array}\right]\right\}\,.\end{split}

Notice that β1(θ,θ^)\beta_{1}(\theta,\hat{\theta}) depends continuously on θ\theta and θ^\hat{\theta} and, in addition, β1(θ,θ^)=0\beta_{1}(\theta,\hat{\theta})=0 if and only if θ=θ^\theta=\hat{\theta} since the switching law is supposed to be discerning. Then, the class 𝒦\mathcal{K} function β(ρ)\beta(\rho) can be taken equal to maxθ,θ^Θ,|θθ^|ρ,β1(θ,θ)\max_{\theta,\hat{\theta}\in\Theta,\,|\theta-\hat{\theta}|\leq\rho,}\beta_{1}(\theta,\theta). As for the lower bound, notice that Proposition 3 implies also that

[δσ(z(n),θ^)]2\displaystyle\left[\delta_{\sigma}(z^{({\rm n})},\hat{\theta})\right]^{2} \displaystyle\geq λmin{Wσ(θ,θ^)}(|χ0|2+|Vσ(θ,θ^)χ0|2)\displaystyle\lambda_{\rm min}\left\{W_{\sigma}(\theta,\hat{\theta})\right\}\,(|\chi_{0}|^{2}+|V_{\sigma}(\theta,\hat{\theta})\chi_{0}|^{2})
\displaystyle\geq λmin{Wσ(θ,θ^)}|χ0|2.\displaystyle\lambda_{\rm min}\left\{W_{\sigma}(\theta,\hat{\theta})\right\}\,|\chi_{0}|^{2}\,.

Since λmin{Wσ(θ,θ^)}\lambda_{\rm min}\left\{W_{\sigma}(\theta,\hat{\theta})\right\} depends continuously on θ,θ^\theta,\hat{\theta} and is equal to 0 if and only if θ=θ^\theta=\hat{\theta} (again thanks to the discernibility of the switching law), then a class KK function α(|θθ^|)\alpha(|\theta-\hat{\theta}|) can be found that satisfies the inequality λmin{Wσ(θ,θ^)}α2(|θθ^|)\lambda_{\rm min}\left\{W_{\sigma}(\theta,\hat{\theta})\right\}\geq\alpha^{2}(|\theta-\hat{\theta}|) for any θ,θ^Θ\theta,\hat{\theta}\in\Theta. In particular, α(|θθ^|)\alpha(|\theta-\hat{\theta}|) can be constructed as in the proof of Theorem 2 of [21] to which the reader is referred for additional details.  \blacksquare

Proof of Theorem 3: Since ΘL\Theta_{L} is ϵ\epsilon-dense in Θ\Theta, there exists at least one θ^ΘL\hat{\theta}^{*}\in\Theta_{L} such that |θθ^|ϵ|\theta-\hat{\theta}^{*}|\leq\epsilon. For such a θ^\hat{\theta}^{*}, one has

δσ(z,θ^)\displaystyle{\delta_{\sigma}(z,{\hat{\theta}^{*}})} \displaystyle\leq δσ(z(n),θ^)+z(f)2,\displaystyle{\delta_{\sigma}(z^{({\rm n})},{\hat{\theta}^{*}})}+\|z^{({\rm f})}\|_{2,\mathcal{I}}
\displaystyle\leq β(|θθ^|)|χ0|+z(f)2,\displaystyle\beta(|\theta-\hat{\theta}^{*}|)|\chi_{0}|+\|z^{({\rm f})}\|_{2,\mathcal{I}}
\displaystyle\leq β(ϵ)|χ0|+z(f)2,.\displaystyle\beta(\epsilon)|\chi_{0}|+\|z^{({\rm f})}\|_{2,\mathcal{I}}\,.

Since the estimate θ^L\hat{\theta}_{L} is optimal in ΘL\Theta_{L}, one has also

δσ(z,θ^L)δσ(z,θ^)β(ϵ)|χ0|+z(f)2,.{\delta_{\sigma}(z,{\hat{\theta}_{L}})}\leq{\delta_{\sigma}(z,{\hat{\theta}^{*}})}\leq\beta(\epsilon)|\chi_{0}|+\|z^{({\rm f})}\|_{2,\mathcal{I}}\,.

Further, by exploiting the lower bound in Proposition 3, we can write

δσ(z,θ^L)\displaystyle{\delta_{\sigma}(z,{\hat{\theta}_{L}})} \displaystyle\geq δσ(z(n),θ^L)z(f)2,\displaystyle{\delta_{\sigma}(z^{({\rm n})},{\hat{\theta}_{L}})}-\|z^{({\rm f})}\|_{2,\mathcal{I}}
\displaystyle\geq α(|θθ^L|)|χ0|z(f)2,.\displaystyle\alpha(|\theta-\hat{\theta}_{L}|)\,|\chi_{0}|-\|z^{({\rm f})}\|_{2,\mathcal{I}}.

Combining the two latter inequalities, we obtain

α(|θθ^L|)|χ0|β(ϵ)|χ0|+2z(f)2,\alpha(|\theta-\hat{\theta}_{L}|)\,|\chi_{0}|\leq\beta(\epsilon)|\chi_{0}|+2\,\|z^{({\rm f})}\|_{2,\mathcal{I}}

which can be written as (34), Proposition 2 and the fact that any class 𝒦\mathcal{K} function is invertible.  \blacksquare

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