Segmentation of ARX-models using sum-of-norms regularization
DOI10.1016/J.AUTOMATICA.2010.03.013zbMATH Open1191.93139DBLPjournals/automatica/OhlssonLB10OpenAlexW2118237987WikidataQ59591857 ScholiaQ59591857MaRDI QIDQ976288FDOQ976288
Lennart Ljung, Henrik Ohlsson, Stephen Boyd
Publication date: 17 June 2010
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-58384
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Linear regression; mixed models (62J05) Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)
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Cited In (18)
- Analysis of a nonsmooth optimization approach to robust estimation
- New procedure for change detection operating on Rényi entropy with application in seismic signals processing
- Moving horizon estimation for ARMAX processes with additive output noise
- Smoothed state estimates under abrupt changes using sum-of-norms regularization
- Estimation of ARMAX processes with noise corrupted output signal observations
- Kernel-based regularized iterative learning control of repetitive linear time-varying systems
- On sparsity‐inducing methods in system identification and state estimation
- Block splitting for distributed optimization
- SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES
- A regularised fast recursive algorithm for fraction model identification of nonlinear dynamic systems
- Forward and backward least angle regression for nonlinear system identification
- Inferring switched nonlinear dynamical systems
- Sparse group fused Lasso for model segmentation: a hybrid approach
- Deep networks for system identification: a survey
- On the complexity of piecewise affine system identification
- Four encounters with system identification
- Realization of multi-input/multi-output switched linear systems from Markov parameters
- An EM-based identification algorithm for a class of hybrid systems with application to power electronics
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