Identification of Switched Linear Regression Models using Sum-of-Norms Regularization
2013 (English)In: Automatica, ISSN 0005-1098, Vol. 49, no 4, 1045-1050 p.Article in journal (Refereed) Published
This paper proposes a general convex framework for the identification of switched linear systems. The proposed framework uses over-parameterization to avoid solving the otherwise combinatorially forbidding identification problem, and takes the form of a least-squares problem with a sum-of-norms regularization, a generalization of the ℓ1-regularization. The regularization constant regulates the complexity and is used to trade off the fit and the number of submodels.
Place, publisher, year, edition, pages
Elsevier, 2013. Vol. 49, no 4, 1045-1050 p.
Regularization, System identification, Sum-of-norms, Switched linear systems, Piecewise affine systems
IdentifiersURN: urn:nbn:se:liu:diva-92612DOI: 10.1016/j.automatica.2013.01.031ISI: 000317167700024OAI: oai:DiVA.org:liu-92612DiVA: diva2:621693
FunderSwedish Research Council
Funding Agencies|Swedish foundation for strategic research in the center MOVIII||Swedish Research Council in the Linnaeus center CADICS||European Research Council|267381|Sweden-America Foundation||Swedish Science Foundation||2013-05-162013-05-142013-07-23