Global optimization for low-dimensional switching linear regression and bounded-error estimation

DOI10.1016/j.automatica.2017.11.026zbMath1387.93167arXiv1707.05533OpenAlexW2963722933MaRDI QIDQ1640233

Fabien Lauer

Publication date: 14 June 2018

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.05533

zbMATH Keywords

global optimizationsystem identificationswitched systemsrobust estimation

Mathematics Subject Classification ID

Stochastic programming (90C15) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Related Items (1)

Persistence of excitation for identifying switched linear systems

Cites Work

• Analysis of a nonsmooth optimization approach to robust estimation
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• Estimating the probability of success of a simple algorithm for switched linear regression
• Identification of hybrid systems. A tutorial
• Selective <inline-formula> <tex-math notation="TeX">$\ell_{1}$</tex-math></inline-formula> Minimization for Sparse Recovery
• A Difference of Convex Functions Algorithm for Switched Linear Regression
• Sparse Approximate Solutions to Linear Systems
• A Bayesian approach to identification of hybrid systems
• A bounded-error approach to piecewise affine system identification
• A Sparsification Approach to Set Membership Identification of Switched Affine Systems

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