  This paper presents an algorithm for direct continuous-time (CT)
identification of linear switched state-space (LSS) models. The key idea for
direct CT identification is based on an integral architecture consisting of an
LSS model followed by an integral block. This architecture is used to
approximate the continuous-time state map of a switched system. A properly
constructed objective criterion is proposed based on the integral architecture
in order to estimate the unknown parameters and signals of the LSS model. A
coordinate descent algorithm is employed to optimize this objective, which
alternates between computing the unknown model matrices, switching sequence and
estimating the state variables. The effectiveness of the proposed algorithm is
shown via a simulation case study.
