Piecewise linear solution paths with application to direct weight optimization

DOI10.1016/J.AUTOMATICA.2008.03.020MaRDI QIDQ2377976zbMATHOpenAlexFDO

Authors Jacob Roll

Publication date 20 January 2009

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2008.03.020

zbMATH Keywords

nonparametric identificationfunction approximationnonlinear system identificationparametric programmingpiecewise quadratic programming

Mathematics Subject Classification ID

Quadratic programming (90C20) System identification (93B30) Nonlinear systems in control theory (93C10)

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Cites work

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• An algorithm for multi-parametric quadratic programming and explicit MPC solutions
• Constrained optimal control of linear and hybrid systems
• Lazy learning for local modelling and control design
• Least angle regression. (With discussion)
• Locally-weighted regression: an approach to regression analysis by local fitting
• Model Selection and Estimation in Regression with Grouped Variables
• Nonlinear system identification via direct weight optimization
• Piecewise linear regularized solution paths
• Some Comments on C P
• The explicit linear quadratic regulator for constrained systems

Cited in

(6)

• Improved sequential linear programming formulation for structural weight minimization
• Smoothed state estimates under abrupt changes using sum-of-norms regularization
• Piecewise linear regularized solution paths
• Iterative selection of unknown weights in direct weight optimization identification
• Segmentation of ARX-models using sum-of-norms regularization
• A replica analysis of the minimum weight solution to the linear equations problem

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