Piecewise linear systems identification method is outlined in this article. Wavelets Analysis principles are widely used in this paper. Firstly, wavelets provide a very efficient mean to construct filters that are able to cut known degree polynomial terms in experimental signal. Secondly, wavelets are introduced to detect and to localize singularities in experimental signals that are characteristic of phase changes in a piecewise linear system. Eventually, we present a method to solve inverse problem that enables extracting instantaneous parameters from experimental data of physical studied system.

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