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Parameter estimation and change detection in linear regression models using mixed integer linear programming
Luleå University of Technology, Department of Computer Science, Electrical and Space Engineering, Signals and Systems.
2008 (English)In: Reglermöte 2008: proceedings / [ed] Thomas Gustafsson; Wolfgang Birk; Andreas Johansson, Luleå: Luleå tekniska universitet, 2008Conference paper (Other academic)
Abstract [en]

We present a method for change detection and parameter estimation in change in the mean models and AR(X) models. The method is based on the assumption of piecewise constant parameters resulting in a sparse structure of their derivative. To illustrate the algorithm and its performance, we apply it to the change in the mean model and compare it with four other change detection algorithms. Two applications, fuel monitoring and airbag control are treated with good results. The AR(X) change model, shows good performance of the method in two illustrative examples.

Place, publisher, year, edition, pages
Luleå: Luleå tekniska universitet, 2008.
Research report / Luleå University of Technology, ISSN 1402-1528 ; 2008:21
Research subject
Control Engineering
URN: urn:nbn:se:ltu:diva-30478Local ID: 44ee9c00-6ebf-11dd-8151-000ea68e967bOAI: diva2:1003705
Reglermöte 2008 : 04/06/2008 - 05/06/2008
Modellering av komplexa dynamiska system
Godkänd; 2008; 20080820 (soheil)Available from: 2016-09-30 Created: 2016-09-30Bibliographically approved

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