Identification of switched linear regression models using sum-of-norms regularization

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• 作者：Henrik Ohlsson¹ ; ^{ohlsson@isy.liu.se}Author Vitae ; Lennart Ljung ^{ljung@isy.liu.se}Author Vitae
• 关键词：Regularization ; System identification ; Sum-of-norms ; Switched linear systems ; Piecewise affine systems
• 刊名：Automatica
• 出版年：2013
• 出版时间：April, 2013
• 年：2013
• 卷：49
• 期：4
• 页码：1045-1050
• 全文大小：495 K

文摘

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 -regularization. The regularization constant regulates the complexity and is used to trade off the fit and the number of submodels.