Circuits Syst Signal Process

DOI 10.1007/s00034-014-9965-4

Active Mode Identification and Continuous State

Estimation for Switched Linear Systems with
Unknown Inputs and Slow Switching Signal

Junqi Yang · Yantao Chen · Xin Wang

Received: 17 June 2014 / Revised: 25 December 2014 / Accepted: 26 December 2014

© Springer Science+Business Media New York 2015

Abstract This paper addresses the issue of state observation for a switched linear
system with unknown inputs and slow switching signal when the current mode (active
mode) of the switched system is unknown. First, both state and output transformations
are considered to deal with the unknown inputs of the switched system, and a reduced-
order switched system that eliminates the effects of unknown inputs is constructed.
Second, for each reduced-order subsystem, a corresponding observer is designed, and
multi-observers for the reduced-order switched system are developed. Next, a kind of
active mode identification method is proposed by minimizing the output residual norms
that are derived from multi-observers. Third, based on the identified active mode, the
continuous state estimation of the original switched system is approximately realized.
Finally, a simulation example is given to illustrate the effectiveness of the proposed
methods.

Keywords Switched system · Active mode identification · State estimation ·

Slow switching signal

1 Introduction

Switched systems have been widely studied during the last decades since they can
be used to describe a wide range of physical and engineering systems in various

J. Yang (B) · Y. Chen · X. Wang

College of Electrical Engineering and Automation, Henan Polytechnic University,
Jiaozuo 454000, People’s Republic of China
e-mail: yjq@hpu.edu.cn
Y. Chen
e-mail: cyt@hpu.edu.cn
X. Wang
e-mail: wangxin@hpu.edu.cn
 Circuits Syst Signal Process

fields such as manufacturing, power, automotive and chemical process industries. A

switched system is a dynamical system that consists of a finite number of subsystems
and a logical rule that orchestrates switching between these subsystems [18]. These
subsystems are usually described by a collection of indexed differential or difference
equations. Most of the attention has been focused on the issues of stability, stabiliza-
tion [1,8,9,18,23,24,33,35,36,38] and control [15,19,20,29,30,34] with extensive
and satisfactory results for linear or nonlinear switched system. For instance, Lin
and Antsaklis [18] address the stability issues for autonomous switched linear sys-
tems. The stability analysis problem is studied for a class of discrete-time switched
time-delay systems by using a constructed Lyapunov function and the average dwell
time scheme in [36]. For nonlinear switched system, Aleksandrov et al. [1] discuss
the stability analysis of a class of switched nonlinear systems with admissible sector
nonlinearities. Gonzaga et al. [9] tackle the problems of stability analysis and stabi-
lization of discrete-time switched systems including switched nonlinearities and input
saturation. Li et al. [15] consider the problem of H∞ controller design of time-delay
switched systems with average dwell time based on the scaled small gain theorem and
the model transformation method. Wu et al. [30] deal with the issues of sliding-mode
control of continuous-time switched stochastic systems, and a sufficient condition is
proposed to guarantee the mean-square exponential stability. The issue of exponential
stability of a class of continuous-time switched nonlinear singular systems consisting
of a family of stable and unstable subsystems with time-varying delay is considered
in [35].
The active mode identification and continuous state estimation problems for
switched systems have been investigated for many decades. Different design strate-
gies have been already developed by many authors to tackle with the above issues
for linear switched systems [2,3,6,7,17,21,26,32] and nonlinear switched systems
[4,10,14,22,31]. For linear switched systems, Alessandri and Coletta [2] propose a
state estimation approach for continuous-time and discrete-time linear switching sys-
tems that is based on the idea of using switching observers. Bako [3] presents a sparse
optimization approach to tackle the identification problem of switched linear systems
from input–output data. Bejarano et al. [7] address the state observation problem for
a class of switched linear systems with unknown inputs by using high-order sliding-
mode observer. Next, Bejarano and Pisano design two state observers for a class of
switched linear systems with unknown inputs in [6]. Pettersson deals with the estima-
tion issue of the continuous states for a class of switched systems with unknown active
mode in [21]. Based on algebraic tools and distribution theory, Tian et al. [26] propose a
method of the finite time estimation of the switching times for linear switched systems.
For linear positive switched systems, the problem of L 1 observer design for positive
switched systems is investigated [17], and the positive observers for switched positive
linear systems with time-varying delays are considered in [32]. For nonlinear switched
systems, Barbot et al. [4] deal with nonlinear observer synthesis for a particular class
of autonomous switching systems with jumps by super twisting algorithm. Koenig et
al. [14] develop a linear matrix inequality technique to estimate the states of nonlinear
discrete-time switched descriptor systems. Ríos et al. [22] study the state observa-
tion and unknown input identification problems for a class of nonlinear autonomous
switched systems by using high-order sliding-mode techniques. Hernandez and Garcia
Circuits Syst Signal Process

[10] present an observer for switched nonlinear systems whose subsystems are with
dynamics described by Lipschitz continuous vector fields and with Lipschitz contin-
uous output functions. The issue of the nonfragile observer design for discrete-time
switched nonlinear systems with time delay is investigated in [31]. An observer design
method for switched linear system with state jump is proposed, and a necessary and
sufficient condition is presented for observability in [25]. The state estimation and
sliding-mode control problems are considered for phase-type semi-Markovian jump
systems with mismatched uncertainties in [16] and continuous-time Markovian jump
singular system with unmeasured states in [27], respectively. Meanwhile, the switching
mechanism can be either natural or imposed by an external authority [11], and many
application in the real world processes, such as mixed logical dynamical systems [12]
and first-order linear hybrid systems with saturation [5], are based on mathematical
models, in particular for the purpose of control and diagnosis. The observation problem
is to determine the continuous state and the active mode driving the current continuous
state evolution, and is a key problem. In the existing literature, some works consider
only continuous state estimation of switched systems with known discrete state or
active mode [2,6,7,10,14,17,25,27,31,32], while others assume that the active mode
is unknown for switched systems without unknown inputs [3,4,26]. Thus, an accurate
estimation of such models is highly required. However, the simultaneous estimation
problems of active mode and continuous state are still open issues for switched sys-
tem with both unknown inputs and unknown switching sequences. So, how to tackle
the state estimation problem becomes the main content and motivation of this paper
even if the switched system is with unknown active modes and external disturbance
or model uncertainties, which are usually regarded as unknown inputs of switched
system.
In this paper, the state observation for a switched linear system with unknown
inputs and slow switching signal is discussed when the active mode is unknown.
Multiple observers are designed, and a set of output residual norms is derived from
the designed observers. The issues of the active mode identification and continuous
state estimation for switched linear systems are tackled. The proposed methods in
this paper can not only identify the active mode, but also estimate the continuous
states of switched system even if all of them are unknown. This paper does not need
the assumption made in the papers [2,6,7,10,14,17,25,27,31,32] that the switching
sequence is known. Besides, the proposed methods in this paper are also different
from the ones in the existing literature, such as sparse optimization approach [3],
super twisting algorithm [4], equivalent injection approach [22] and algebraic tools
and distribution theory [26].
The rest of this paper is organized as follows. A general model and some prelimi-
naries are presented in Sect. 2. Methods of active mode identification and continuous
state estimation are developed in Sect. 3. Simulation results are given in Sect. 4. In
Sect. 5, some conclusions are summarized.
 
Notations In this paper, R R + is the set of all real (positive real) numbers; R n
is n-dimensional real vector space; R n×m is the set of all (n × m)-dimensional real
matrices; and N is the set of natural numbers.
 Circuits Syst Signal Process

2 General Model and Preliminaries

Consider a class of linear switched systems with unknown inputs and slow switching
signal as follows

ẋ (t) = Aρ(t) x (t) + Bρ(t) u (t) + Dη (t) ,
(1)
y (t) = C x (t) ,

where x(t) ∈ R n , y(t) ∈ R p , u(t) ∈ R m and η(t) ∈ R q are the continuous state,
output, known input and unknown input vectors, respectively. {(Ai , Bi ) : i ∈ Λ} are
a family of matrices with appropriate dimensions and are parameterized by an index
set Λ = {1, 2, . . . , w}. The switching signal ρ (t) : R + → Λ is assumed to be an
unknown piecewise constant and right-continuous function that changes its values at a
relatively low frequency and switching times tk , k ∈ N . Matrices C and D are known
and with appropriate dimensions. It is assumed that the output matrix C is a full-row
rank matrix, the distribution matrix D is a full-column rank matrix, and n ≥ p ≥ q.
The norms of state x (t) and known input u (t) are assumed to be bounded. The so-
called discrete state ρ (t) = ρk ∈ Λ determines as to which actual subsystem dynamic
is activated among the possible w operating modes corresponding to a specific instance
of matrices Aρ(t) and Bρ(t) , i.e.,

ρ (t) = ρk , tk ≤ t ≤ tk+1 , (2)

where t0 = 0 and tk are the switching time instants.

Remark 1 The slow switching property of the right-continuous function ρ (t) means
that the dwell time (tk+1 − tk ) between two consecutive switches is assumed to be
sufficiently large so that the observer converges toward the real system before the next
switching. This condition means that the system with Zeno phenomena will not be
considered.

Definition 1 If there exists a constant Tσ such that a class of admissible switching

signals satisfies the property that the switching time fulfills the inequality tk+1 − tk ≥
Tσ for all k ∈ N , then we say that the switched system is with the minimal dwell time
Tσ .

Assumption 1 The following rank conditions

rank (C D) = rank D = q (3)

and  
s I − Ai D
rank =n+q (4)
C 0
hold for every complex number s with nonnegative real part, where i ∈ {1, 2, . . . , w}.
Circuits Syst Signal Process

Lemma 1 [13] For a triple {Ai , D, C}, the rank condition (3) holds if and only if
there exist nonsingular matrices T ∈ R n×n and S ∈ R p× p such that
       
−1 A1i A2i B1i D1 −1 Iq 0
T Ai T = , T Bi = ,TD = , SC T = (5)
A3i A4i B2i 0 0 C1

hold, where A1i ∈ R q×q , A4i ∈ R (n−q)×(n−q) , B1i ∈ R q×m , C1 ∈ R ( p−q)×(n−q) and
D1 is q × q invertible square matrix.

With the transformed state and output variables x̄ (t) = T x (t) and ȳ (t) = Sy (t),
the system dynamics in the new coordinates can be described as the following form
by partitioning the transformed state and output vectors
⎧
⎪
⎪ x̄˙ 1 (t) = A1ρ(t) x̄1 (t) + A2ρ(t) x̄2 (t) + B1ρ(t) u (t) + D1 η (t) ,
⎨˙
x̄ 2 (t) = A3ρ(t) x̄1 (t) + A4ρ(t) x̄2 (t) + B2ρ(t) u (t) ,
(6)
⎪
⎪ ȳ (t) = x̄1 (t) ,
⎩ 1
ȳ2 (t) = C1 x̄2 (t) ,

where ρ (t) = ρk ∈ Λ and the coefficient matrices are provided by (5).

The authors in [13] also point out that the condition (4) in Assumption 1 is equiv-
alent to the existence of matrices L i (i = 1, 2, . . . , w) such that the eigenvalues of
(A4i − L i C1 ) are all in the open left-half complex plane. Then, for some symmetric
positive definite matrix Q i , the following Lyapunov matrix equations

(A4i − L i C1 )T Pi + Pi (A4i − L i C1 ) = −Q i (7)

are with the symmetric positive definite solution matrices Pi .

A way of computing to find the matrices L i , Pi and Q i satisfying (7) is given by
solving the following linear matrix inequality (LMI) problem as follows

Pi > I
(8)
Pi A4i + Γi C1 + A4i
T P + CT Γ T < 0
i 1 i

 
and L i = −Pi−1 Γi , Q i = − (A4i − L i C1 )T Pi + Pi (A4i − L i C1 ) .

3 Active Mode Identification and Continuous State Estimation

The aims of this section are to design multiple observers such that the active mode
of the switched system can be identified by a set of residual norms that are derived
from the outputs of switched linear system and that of each observer, where each
observer corresponds to a different dynamic subsystem. A reduced-order disturbance
decoupled system is proposed based on the work of Hui and Żak [13]. Next, the
observers associated with each of the reduced-order subsystem are constructed, and a
kind of decision logic is developed to identify the active mode of the switched system.
 Circuits Syst Signal Process

3.1 Active Mode Identification

From the transformed system (6) and its measurement ȳ1 (t) = x̄1 (t), a reduced-order
disturbance decoupled system is constructed as follows

x̄˙ 2 (t) = A4ρ(t) x̄2 (t) + A3ρ(t) ȳ1 (t) + B2ρ(t) u (t) ,
(9)
ȳ2 (t) = C1 x̄2 (t) .

In the above reduced-order switched systems, it is easy to derive from Assumption 1

and Lemma 1 that the pairs (A4i , C1 ) are detectable, where i = 1, 2, . . . , w . So,
for every dynamic reduced-order subsystem, the estimation x̄ˆ2i (t) is defined by the
following observers

x̄˙ˆ2i (t) = A4i x̄ˆ2i (t) + A3i ȳ1 (t) + B2i u (t) + L i ȳ2 (t) − C1 x̄ˆ 2i (t) , (10)

where L i (i = 1, 2, . . . , w) are the observer gains that will be provided by Eq. (7) in
order to achieve an asymptotically stable error dynamics. Because the active mode of
switched system (1) is assumed to be unknown in the time interval between two con-
secutive switches, the actual active mode of switched subsystem (9) is also unknown.
So, if we assume that theactive mode of (9) is ρ (t) = j ( j ∈ Λ = {1, 2, . . . , w}) in
some switching interval tk , tk+1 ), then the error dynamics between (9) and (10) is
obtained as follows
   
x̃˙2i (t) = A4 j x̄2 (t)− A4i x̄ˆ2i (t)+ A3 j − A3i ȳ1 (t)+ B2 j − B2i u (t)− L i C1 x̃2i (t) ,
(11)
where the observation error x̃2i is defined as x̃2i = x̄2 − x̄ˆ2i . Equation (11) is equivalent
to
 
x̃˙ 2i (t) = A4 j x̄2 (t) − A4i (x̄2 (t) − x̃2i (t)) + A3 j − A3i ȳ1 (t)
 
+ B2 j − B2i u (t) − L i C1 x̃2i (t)
   
= (A4i − L i C1 ) x̃2i (t) + A4 j − A4i x̄2 (t) + A3 j − A3i ȳ1 (t)
 
+ B2 j − B2i u (t) . (12)

As can be seen from (10), w observers each of that corresponds to a particular mode
are designed. These observers are then used to generate w residuals which provide the
estimation of the active mode of the switched system. In order to identify the current
mode of the switched system, let us  discuss the state dynamic characteristics of the
error system (12) for each interval tk , tk+1 ) by considering the following two cases.
(1) The active mode of switched system is the same as the one of the ith observer,
i.e., i = j. Then, the error dynamics (12) can be written as follows

x̃˙2i (t) = (A4i − L i C1 ) x̃2i (t) . (13)

From the Lyapunov matrix equation (7), we know that (A4i − L i C1 ) is a stable matrix.
So, the ith observer is able to asymptotically estimate the states of switched system
(9) whose current mode is the ith subsystem, i.e., ρ (t) = j = i.
Circuits Syst Signal Process

(2) The active mode of switched system is different from the one of the ith observer,
i.e., i = j. Then, the solution of the error dynamics (12) will be obtained as

(A4i −L i C1 )(t−tk )
t  
x̃2i (t) = e x̃2i (tk ) + e( A4i −L i C1 )(t−τ ) A4 j − A4i x̄2 (τ ) dτ
tk
 t  
+ e(A4i −L i C1 )(t−τ )
A3 j − A3i ȳ1 (τ ) dτ
tk
 t  
+ e(A4i −L i C1 )(t−τ ) B2 j − B2i u (τ ) dτ
tk
 t
(A4i −L i C1 )(t−tk )
=e x̃2i (tk ) + e( A4i −L i C1 )(t−τ ) ψi j (τ ) dτ , (14)
tk

     
where ψi j (τ ) = A4 j − A4i x̄2 (τ ) + A3 j − A3i ȳ1 (τ ) + B2 j − B2i u (τ ), t ∈
tk , tk+1 ) and x̃2i (tk ) is the initial state value of the kth switching time. Obviously, for
a stable matrix (A4i − L i C1 ), the first term disappears soon after the transient term
is settled down, while the second one will exist in the settling time of the observer
dynamics.

Remark 2 From the analysis of the above two cases, we know that if the  settling time
of the observer dynamics is presented by Tis > 0, then in time interval tk + Tis , tk+1 )
the ith observer can provide the state estimation of the switched system when the
switching signal ρ (t) = ρk = i, and the deviations between the actual states of the
switched system and that of the other observers are always existing. The situation
of both state estimation (ρ (t) = i) and the state estimation deviations (ρ (t) = i)
guarantees the distinguishability of the current location.

Remark 3 In this paper, we assume that the switched system is a slowly switched
system. That is to say, the switching signal ρ (t) is with a relatively low switching
frequency. So, we can assume that the settling time of each observer dynamics is low
enough than the minimal dwell time of switched system, i.e., Tis < Tσ , which is
understood as a constraint on the dynamics of the switched system and is necessary
to distinguish the observer that has i = ρk with the other observers.

Following the state movement characteristics of error dynamic system, the proposed
strategy in this paper, based on the residual norms derived from a stack of observers,
enables the identification of the active mode of the switched system. It is summarized
as following.

Theorem 1 Let us consider the transformed reduced-order switched system (9)

derived from the original system (1) which satisfies Assumption 1, then the discrete
state observer  
 
ρ̂ (t) = arg min  ȳ2 (t) − C1 x̄ˆ 2i (t) (15)
i∈Λ
 
provides an estimation of ρk in each interval tk + Ts∗ , tk+1 by the multiple observers
(10), where the observer gains L i (i = 1, 2, . . . , w) are provided by Lyapunov matrix
 Circuits Syst Signal Process

equations (7), i.e.,

ρ̂ (t) = ρk , tk + Ts∗ ≤ t ≤ tk+1 , k = 1, 2, . . . (16)

where Ts∗ < Tσ , Tσ is the minimal dwell time and Ts∗ = {T s | ∈ Λ, = ρk }. Tσ is

the minimal dwell time and satisfies the following condition

ln μ
Tσ ≥ . (17)
ε

Proof From the discussion  of the state dynamic characteristics of the error system
(12) in the time interval tk , tk+1 ), we know that if the th subsystem is activated for
the switched system and the settling time of the th observer dynamics is assumed
as T s , then the th observer can estimate the states of the switched  system (9), 
while the others have certain estimation errors in the time interval tk + Ts∗ , tk+1 ,
where Ts∗ = {T s | ∈Λ, = ρk }. So, we  construct a set of the residual norms,
  ˆ 
Ω = enorm enorm =  ȳ2 (t) − C1 x̄ 2i (t) , i ∈ Λ , which are derived from both
the actual output of the switched system and that of each observer. Then, the observer
with the minimum in the set of residual norms is a state observer of the switched system
(9), and its number in the index set Λ is the active mode of theswitched system. Hence,

 
the proposed residual norm-based estimation logic arg min  ȳ2 (t) − C1 x̄ˆ 2i (t) pro-
i∈Λ
vides an exact estimation of the discrete switching state after the transient time Ts∗ .
Next, for any t > 0 and t0 = 0, we denote t1 , t2 , . . . , tk−1 , tk the switching times
of ρ (t) on the interval [0, t), where tk <
 t < tk+1 and tk+1 is the switching time
after the time tk . For each time interval th , th+1 ), where h = 0, 1, 2, . . . , k − 1, if
the switching of the observers is synchronous with that of the system modes, then the
error dynamics (13) can be simplified as

x̃˙2i (t) = Ai∗ (t) x̃2i (t) ,

where Ai∗ (t) = A4i − L i C1 . It is straightforward to obtain from the above equation
that for the interval [0, t),

A∗ρ
x̃2ρ(tk ) (t) = e (tk ) (tk )(t−tk ) x̃
2ρ(tk ) (tk )
A∗ρ (t )(t−t ) A∗ (tk−1 )(tk −tk−1 )
=e (tk ) k e ρ (tk−1 ) 2ρ(tk−1 ) (tk−1 )
k
x̃
A∗ρ A∗ (tk−1 )(tk −tk−1 ) A∗ (tk−2 )(tk−1 −tk−2 )
=e (tk ) (tk )(t−tk ) e ρ (tk−1 ) e ρ (tk−2 ) x̃ 2ρ(tk−2 ) (tk−2 )
..
.
A∗ρ A∗ (tk−1 )(tk −tk−1 ) A∗ (tk−2 )(tk−1 −tk−2 )
=e (tk ) (tk )(t−tk ) e
ρ tk−1 ( ) e ρ (tk−2 )
∗ ∗
Aρ t (t1 )(t2 −t1 ) Aρ t (t0 )(t1 −t0 )
···e ( 1) ( 0)e x̃2ρ(t0 ) (t0 )
A∗ρ 
k
A∗ (th−1 )(th −th−1 )
=e (tk ) (tk )(t−tk ) e ρ (th−1 ) x̃2ρ(t0 ) (t0 ) .
h=1
Circuits Syst Signal Process

We can further obtain from the above equation as follows

A∗ρ 
k
A∗ (th−1 )(th −th−1 )
x̃2ρ(tk ) (t) = e (tk ) (tk )(t−tk ) e ρ (th−1 ) x̃2ρ(t0 ) (t0 ) . (18)
h=1

From the Lyapunov equation (7), we know that the real parts of the eigenvalues of
all matrices A∗ρ(th ) (th ) are negative. So, we can assume that there exists a positive
constant ε such that 
Remaxh λ A∗ρ(th ) (th ) < −ε (19)
 
holds for h = 0, 1, . . . , k − 1, where λ A∗ρ(th ) (th ) and Remaxh λ A∗ρ(th ) (th )
stand for the eigenvalues of A∗ρ(th ) (th ) and the maximum of the real parts of
all the eigenvalues,
respectively.
 If the eigenvectors corresponding to the eigen-
∗
values λl Aρ(th ) (th ) are set as vl (th ), where l ∈ {1, 2, . . . , n − q}, then one

can obtain that A∗ρ(th ) (th ) vl (th ) = λl A∗ρ(th ) (th ) vl (th ) . If we set υ (th ) =
  (n−q)×(n−q) , then we get from (19) that ∀t ∈
 v1 (th ) v2 (th ) · · · vn−q (th ) ∈ R
th , th+1 )
 ∗   
 Aρ (th ) (th )(t−th )   υ −1 (th )A∗ (th )υ(th )(t−th )   −1 
e  ≤
υ (th )

 e ρ (t h )  υ (th )

    
 diag λ1 A∗ (th ) (t−th ),...,λn−q A∗ (th ) (t−th )   −1 
=
υ (th )

 e ρ (th ) ρ (th )  υ (th )

σmax (υ (th )) −ε(t−th )
≤ e ≤ μe−ε(t−th ) (20)
σmin (υ (th ))

where μ = maxh σσmax (υ(th ))
min (υ(th ))
, σmax (υ (th )) and σmin (υ (th )) are the maximum and
minimum of singular values of υ (th ). It then follows from (18) and (20) that

k
 
  
x̃2ρ(t ) (t) ≤ μe−ε(t−tk ) μe −ε(th −th−1 ) 
x̃2ρ(t0 ) (t0 )
k
h=1
−ε(t−tk ) −ε(tk −tk−1 )
= μe μe μe−ε(tk−1 −tk−2 )
 −ε(t1 −t0 ) 

· · · μe −ε(t2 −t1 )
μe x̃2ρ(t0 ) (t0 )
 
≤ μk+1 e−εTσ e−εTσ · · · e−εTσ e−εTσ x̃2ρ(t0 ) (t0 )
 
= μk+1 e−εkTσ x̃2ρ(t0 ) (t0 )
 
= μe−(εTσ −ln μ)k x̃2ρ(t0 ) (t0 ) .

Therefore, for any switching signal ρ (t) satisfying Tσ ≥ lnεμ , the synchronous
observer can track asymptotically the actual states of the switched
 system
 (9). Besides,
in the settling time of the observer dynamics, i.e., t ∈ th , th + Ts∗ , we can easily
obtain from the observer error dynamics (14) that the norms of x̃2i (t) are bounded by
 Circuits Syst Signal Process

some positive constant, since we have assumed that both the state x (t) and the known
input u (t) are bounded in norm. Finally, we can conclude that, if x (t) and u (t)
are bounded in norm and Assumption 1 and (17) hold, the estimation error remains
bounded.
This completes the proof. 


3.2 Continuous State Estimation

After the active mode of switched system is identified by Theorem 1, based on the
designed multiple observers (10), we give the following Corollary to estimate the
continuous states of the reduced-order disturbance decoupled system (9). Next, the
continuous state estimation of original switched system (1) is also obtained by the
state transformation x̄ (t) = T x (t).

Corollary 1 Let us consider system (1) satisfying Assumption 1. Assuming that the
settling time of each observer dynamics Tis is low enough than the minimal dwell
time Tσ and the state evolution
 of the
 reduced-order disturbance decoupled system
(9) during each interval tk , tk + Ts∗ can be neglected, then the state observer

x̄ˆ2 (t) = x̄ˆ2ρ̂(t) (t) (21)

 
provides an estimation of x̄2 in time interval tk + Ts∗ , tk+1 .

 Based on Theorem
 1, we known that ρ̂ (t) is an estimation of ρ (t) in each interval
tk + Ts∗ , tk+1 . So, the ρ̂k th observer in multiple observers
 (10) can
 provide the state
estimation of the switched system in a time interval tk + Ts∗ , tk+1 .

Remark 4 It should be pointed out that the proposed methods break though the limi-
tation that the switching sequence (active mode) is assumed to be known. The above
condition is given in [2,6,7,10,14,17,25,27,31,32] when they estimate the states of
the switched system. On the other hand, we use state observer (21) in simulation
 interval tk , tk+1 ), which results in an inaccurate
to estimate the state x̄2 in a time
estimation in a time interval tk , tk + Ts∗ since Corollary 1 makes the assumption
that the state evolutions of the reduced-order
 disturbance decoupled system (9) can
be neglected during each interval tk , tk + Ts∗ . However, in practice, each observer
dynamics has certain settling time Tis , which  implies that
 the mentioned inaccurate
estimation is objective existence in interval tk , tk + Ts∗ , and which will be our next
consideration.

If we use (21) to estimate the state x̄2 in the time interval tk , tk+1 ), then based on
the transformed state variable x̄ (t) = T x (t) the continuous state estimation of the
switched system (1) can be obtained as follows
   
−1 ˆ −1 x̄ˆ 1 (t) −1 ȳ1 (t)
x̂ (t) = T x̄ (t) = T =T . (22)
x̄ˆ 2 (t) x̄ˆ 2 (t)
Circuits Syst Signal Process

3.3 Algorithm for the Proposed Methods

The above design procedure gives us the main idea for the identification of active
mode ρ (t) and estimations of continuous states. If the Assumption 1 is satisfied and
the settling time of every observer is assumed to be less than the minimal dwell time,
then we present the following algorithm along all tk , tk+1 ), where k ∈ N .

Algorithm 1
Step 1. Compute nonsingular matrices T and S, and transfer system (1) into system
(6).
Step 2. Compute observer gain matrices L i (i ∈ Λ) according to the linear matrix
inequality (8) and obtain the reduced-order disturbance decoupled system
(9).
Step 3. Construct observer (10) for every subsystem, where i ∈ Λ. Based on the
output errors
 between
 system
 (9) and every observer,
 generate
 residual norm
  
set Ω = enorm enorm =  ȳ2 (t) − C1 x̄ˆ 2i (t) , i ∈ Λ .
Step 4. Obtain the estimates of both active mode and continuous states of the switched
system by (15) and (22), respectively.

4 Simulation

In this section, an illustrative example will be given to verify the proposed methods.
Consider the switched system (1) in which the dimensions of the states, outputs, known
inputs and unknown inputs are n = 4, p = 2, m = 1 and q = 1, respectively. The
number of possible operation modes is w = 3. The unknown input and known input
vectors are set as η = sin (5t) and u = 1.5 cos(2.5t), respectively. The correspond-
ing matrix quadruplets {Ai , Bi , C, D} have been selected to satisfy Assumption 1 as
follows
⎡ ⎤ ⎡ ⎤
−1.5 0 0.3 −0.4 −1.95 −2.09 1.61 0
⎢ 0 −1.5 0.3 −0.4 ⎥ ⎢ ⎥
A1 = ⎢ ⎥ , A2 = ⎢ 1.95 −1.45 1.21 0 ⎥ ,
⎣ −1 0 −1 0 ⎦ ⎣ 0 0 −1 0 ⎦
0 0 1 −5 1 1 0 −1
⎡ ⎤ ⎡ ⎤ ⎡ ⎤
−0.78 −0.92 0 4.34 −5 10
⎢ −0.076 −0.22 0 −4.14 ⎥ ⎢ −5 ⎥ ⎢ 10 ⎥
A3 = ⎢
⎣ 0
⎥, ⎢
B1 = ⎣ ⎥ ,B = ⎢ ⎥,
0 −1 0 ⎦ 0 ⎦ 2 ⎣ 1 ⎦
−1 −1 0 −2 1 0
⎡ ⎤ ⎡ ⎤
−10 1  
⎢ −10 ⎥ ⎢0⎥
B3 = ⎢ ⎥ D=⎢ ⎥, C = 1 0 0 0 .
⎣ 0 ⎦, ⎣1⎦ 0 1 0 0
5 0
 Circuits Syst Signal Process

The switched signal ρ (t) is unknown and is assumed as

⎧
⎨ 1, 0 ≤ ρmod (t) < 1 or 2 ≤ ρmod (t) < 3
ρ (t) = 2, 1 ≤ ρmod (t) < 2
⎩
3, others

where the function ρmod (t) = (0.05t) mod (4) and the switching sequence diagram
of ρ (t) are shown in the top figure of Fig. 1.
It is easy to check that the rank condition rank (C D) = rank D = 1 is satisfied.
Based on the work of [13], we can find the nonsingular matrices
⎡ ⎤
1 0 0 0  
⎢ 0 1 0 0⎥
T =⎢ ⎥, S = 1 0
⎣ 0.7071 0 −0.7071 0 ⎦ 0 1
0 0 0 1

such that (5) holds. If we apply the transformed state and output variables x̄ (t) =
T x (t) and ȳ (t) = Sy (t) into the original switched system (1), then we can obtain
the transformed switched system (6). So, the reduced-order disturbance decoupled
system (9) can also be derived from the transformed switched system. The dimension
of system (9) is 3 since n − q = 3. By Matlab’s LMI toolbox, the observer gain
matrices L i (i = 1, 2, 3) that satisfy the matrix inequality (8) are obtained as follows
⎡ ⎤ ⎡ ⎤ ⎡ ⎤
−1.0753 −1.6891 −0.6778
L 1 = ⎣ −0.5994 ⎦ , L 2 = ⎣ 1.9571 ⎦ , L 3 = ⎣ 0.5664 ⎦ .
−1.1402 1 −5.3905

After the observer gain matrices L i are derived, the active mode identification of
the switched system is guaranteed by Theorem 1. If the initial transformed state x̄2 and
 T
initial observer state x̄ˆ2i (i = 1, 2, 3) are set as x̄2 (0) = −2.4 0.8 −1.2 3.6 and
 T
x̄ˆ2i (0) = 0 0 0 , respectively, then the actual switching sequence and its estimation
are as shown in Fig. 1.
In order to further show the identification process of switching sequence, i.e., active
mode of the switched system, the evolution curves of the observer residual norms for
each subsystem are shown in Fig. 2, where ei = ȳ2 (t) − C1 x̄ˆ2i (t) and i = 1, 2, 3.
The observer residual norms initially evolve according to the outputs between the
reduced-order switched system (9) and the observer systems (10), and the settling
time of each observer dynamics will exist till tk + Ts∗ . When the current mode is
identified according to Theorem  1, the continuous
 state estimation error converges
to zero in the time interval t + T ∗, t . One can note that during the transient
 k s k+1
time interval tk , tk + Ts∗ the output residual norm between the switched system (9)
and ρk th observer is decreasing because the active mode has not yet been identified.
Figure 2 shows the identification performance of the active mode for switched system.
We can further derive the estimates of the continuous states of the reduced-order
switched system (9) from Corollary 1 and Remark 4. The actual and estimated con-
 T
tinuous states of x̄2 = x̄21 x̄22 x̄23 are depicted in Figs. 3, 4 and 5, where x̄21 , x̄ 22
Circuits Syst Signal Process

4
Switched signal ρ
3

0
0 50 100 150 200

4
Estimated switched signal ρ
3

0
0 50 100 150 200
Time(s)

Fig. 1 Actual switching signal sequence and its estimation

50
||e1||

0
0 20 40 60 80 100 120 140 160 180 200

50
||e2||

0
0 20 40 60 80 100 120 140 160 180 200

20
||e3||

10

0
0 20 40 60 80 100 120 140 160 180 200

2
ρ

0
0 20 40 60 80 100 120 140 160 180 200
Time(s)

Fig. 2 Observer residual norm curves and actual switching sequence ρ (t)

and x̄23 are the state components of switched system (9). From Figs. 3, 4 and 5, we see
that there exists short-time chattering phenomenon at the beginning of every switch
moment, since every observer has a settling time Tis .
Since the state estimation x̄ˆ2 (t) is derived from Theorem 1 and Corollary 1, based
on (22), we can easily obtain the continuous state estimate of the switched system (1).
 T
In the simulation, the initial state value is set as x (0) = 4 −3 2 −2.5 . The state
estimation curves are given in Figs. 6 and 7.
 Circuits Syst Signal Process

15

10

0
x21

−5

−10 5

−15 0

−20 −5
Actual
20 25 30 35 40 45 50 Estimated
−25
0 10 20 30 40 50 60 70 80 90 100
Time(s)

Fig. 3 Actual and estimated continuous states for x̄21

20
4 Actual
2 Estimated
15
0

−2
10
−4

5 −6
20 25 30 35 40 45 50
x22

−5

−10

−15
0 10 20 30 40 50 60 70 80 90 100
Time(s)

Fig. 4 Actual and estimated continuous states for x̄22

Remark 5 Figures 3, 4, 5, 6 and 7 depict the estimation results for continuous states
and show the efficiency
 of the proposed scheme. One can note that during the transient
period tk , tk + Ts∗ , the error between the reduced-order system (9) and the observer
(10) is not zero or is in a smaller neighborhood of zero because the active mode has
not yet been identified. Next, some new methods need to be proposed to tackle with
the above question.
Circuits Syst Signal Process

12
4 Actual
10 Estimated
2

8 0

6 −2

−4
4 20 25 30 35 40 45 50
x23

−2

−4

−6
0 10 20 30 40 50 60 70 80 90 100
Time(s)

Fig. 5 Actual and estimated continuous states for x̄23

30
4 Actual
20 2 Estimated
0
10 −2
0 5 10 15 20
1
x

−10

−20
0 10 20 30 40 50 60 70 80 90 100

20
Actual
10 Estimated

0
2
x

−10 5
0
−20
−5

−30 20 25 30 35 40 45
0 10 20 30 40 50 60 70 80 90 100
Time(s)

Fig. 6 Estimation curves of system state x1 and x2

Remark 6 It should be highlighted that the Hybrid Luenberger observer [25] cannot
be applied because of the presence of the unknown input and lack of knowledge
of the discrete state. The proposed methods in this paper can deal with the issues
 Circuits Syst Signal Process

20
Actual
4
15 Estimated
2
10 0
3
x

−2
5 40 45 50 55 60 65

−5
0 10 20 30 40 50 60 70 80 90 100

10
Actual
5 Estimated

0
4

−5
x

5
−10 0
−15 −5
40 45 50 55 60 65 70 75 80 85
−20
0 10 20 30 40 50 60 70 80 90 100
Time(s)

Fig. 7 Estimation curves of system state x3 and x4

of both active mode identification and continuous state estimation in the presence
of unknown inputs even if the switching sequence of switched system is unknown.
The introduction points out that the papers [2,6,7,10,14,17,25,27,31,32] consider
only continuous state estimation of switched systems with known active modes, while
[3,4,26] assume that the switched system is without unknown inputs. However, the
more general case is to estimate the active mode and continuous states for the switched
system with both unknown inputs and unknown switching sequences. The proposed
methods of this paper can tackle the above general situation, while the ones of [2–
4,6,7,10,14,17,25–27,31,32] cannot be used.

Remark 7 In order to further show the performance of the proposed methods in this
paper, we use an example that is given in [28] to generate the state estimation results
of the approaches proposed in [37] for a class of switched systems without unknown
inputs and with known system modes, where the switched linear system (1) with two
subsystems is given by
⎡ ⎤ ⎡ ⎤
−0.7718 2.0492 −0.0711 0.1450 −1.1370 1.5667
A1 = ⎣ −0.5167 1.6583 −0.2832 ⎦ , A2 = ⎣ 0.5828 −1.2284 −1.2604 ⎦
0.1959 1.6640 −0.4590 −1.4844 1.2944 1.2504
   T
C = 1 0 0 , D = 0 0 0 . Multiple-mode synchronous observers are designed,
and the curves of known switching signal sequence and state estimation errors are
given in Fig. 8. From Fig. 8, we observed that the estimation results are good for
Circuits Syst Signal Process

σ
1
0 5 10 15 20

1
x 0
−5
0 5 10 15 20

2
2

0
x

−2
0 5 10 15 20

20
3

0
x

−20
0 5 10 15 20
Time(s)

Fig. 8 Estimation results of [37] using the example in [28]

the switched system with known switching sequence and without unknown inputs.
However, the synchronous observers do not work when the switched system is with
unknown inputs and unknown switching modes, while the methods proposed by us
can tackle the above cases.

5 Conclusions

In this paper, the issues of active mode identification and continuous state estimation
are discussed for switched linear system with unknown inputs and slow switching sig-
nal. The original switched system is decoupled into a reduced-order switched system
which eliminates the effects of unknown inputs. Multiple observers for all subsystems
are constructed to provide the output residual norm set which is used to identify the
active mode of switched system, while the continuous states can be estimated online.
Our methods can not only identify the active mode, but also estimate the continuous
states of the original switched system with unknown inputs and slow switching signal.
The proposed methods can be applied to various engineering fields such as in power,
automotive and chemical process industries, and these are presently under study.

Acknowledgments The authors are grateful to the editor in chief, Dr. M. N. S. Swamy, for his helpful
comments in improving the presentation of this paper, and the anonymous reviewers for their valuable
comments and suggestions for further improving the quality of this article. This work is supported by
National Nature Science Foundation of China (61403129). This work is also supported by the Fund of
Key Laboratory of control engineering of Henan Province (KG2014-08), the Project of Henan Province
Science and Technology Agency (142102210048), and the Program of Natural Science of Henan Provincial
Education Department (13B413028, 13B413035).

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