Fitting jump models

DOI10.1016/j.automatica.2018.06.022zbMath1406.93315arXiv1711.09220OpenAlexW2964302742MaRDI QIDQ1716432

Valentina Breschi, Dario Piga, Stephen P. Boyd, Alberto Bemporad

Publication date: 5 February 2019

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.09220

zbMATH Keywords

mode estimationhidden Markov modelspiecewise affine modelsmodel regressionjump models

Mathematics Subject Classification ID

Related Items (11)

Kernel-based system identification with manifold regularization: a Bayesian perspective ⋮ Model structure selection for switched NARX system identification: a randomized approach ⋮ Data-driven switching modeling for MPC using regression trees and random forests ⋮ Rao-blackwellized sampling for batch and recursive Bayesian inference of piecewise affine models ⋮ Direct data‐driven design of switching controllers ⋮ A randomized method for the identification of switched NARX systems ⋮ Massively parallelizable proximal algorithms for large‐scale stochastic optimal control problems ⋮ Estimation of jump Box-Jenkins models ⋮ A machine-learning approach to synthesize virtual sensors for parameter-varying systems ⋮ A constrained clustering approach to bounded-error identification of switched and piecewise affine systems ⋮ A minimal cardinality solution to fitting sawtooth piecewise-linear functions

Uses Software

• Gurobi
• HIT
• Hybrid Stable Spline Toolbox

Cites Work

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• A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
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• Multicategory proximal support vector machine classifiers

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