Rao-blackwellized sampling for batch and recursive Bayesian inference of piecewise affine models

DOI10.1016/J.AUTOMATICA.2020.109002MaRDI QIDQ2184548zbMATH OpenOpenAlexFDO

Authors Dario Piga, A. Benavoli, A. Bemporad

Publication date 29 May 2020

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2020.109002

zbMATH Keywords

Bayesian inferenceMarkov chain Monte Carloparticle filterspiecewise-affine regressionrecursive identification

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30) Nonlinear systems in control theory (93C10) Stochastic systems in control theory (general) (93E03)

Recommendations

• Piecewise approximate Bayesian computation: fast inference for discretely observed Markov models using a factorised posterior distribution
• Bayesian Inference Based on Stationary Fokker-Planck Sampling
• Piecewise affine regression via recursive multiple least squares and multicategory discrimination
• Autoregressive model with partial forgetting within Rao-Blackwellized particle filter
• Following a moving target -- Monte Carlo inference for dynamic Bayesian models

Cites work

• A Bayesian approach to identification of hybrid systems
• A bounded-error approach to piecewise affine system identification
• A clustering technique for the identification of piecewise affine systems
• A new kernel-based approach to hybrid system identification
• A recursive identification algorithm for switched linear/affine models
• An introduction to MCMC for machine learning
• An SDP approach for \(\ell_0\)-minimization: application to ARX model segmentation
• Control of systems integrating logic, dynamics, and constraints
• Equivalence of hybrid dynamical models
• Fitting jump models
• Hinging hyperplanes for regression, classification, and function approximation
• Identification of piecewise affine systems via mixed-integer programming.
• Identification of switched linear regression models using sum-of-norms regularization
• Identification of switched linear systems via sparse optimization
• Observability and controllability of piecewise affine and hybrid systems
• On the complexity of piecewise affine system identification
• Pattern recognition and machine learning.
• Piecewise affine regression via recursive multiple least squares and multicategory discrimination
• Rao-Blackwellisation of sampling schemes

Cited in

(5)

• Nonlinear desirability as a linear classification problem
• Estimation of jump Box-Jenkins models
• Model structure selection for switched NARX system identification: a randomized approach
• Optimistic optimization for continuous nonconvex piecewise affine functions
• A randomized method for the identification of switched NARX systems

Describes a project that uses

Uses Software

• PRMLT
• Hybrid Stable Spline Toolbox

This page was built for publication: Rao-blackwellized sampling for batch and recursive Bayesian inference of piecewise affine models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2184548)