Segmentation of ARX-Models using Sum-of-Norms Regularization
2010 (English)In: Automatica, ISSN 0005-1098, Vol. 46, no 6, 1107-1111 p.Article in journal (Refereed) Published
Segmentation of time-varying systems and signals into models whose parameters are piecewise constant in time is an important and well studied problem. Here it is formulated as a least-squares problem with sum-of-norms regularization over the state parameter jumps. a generalization of L1-regularization. A nice property of the suggested formulation is that it only has one tuning parameter, the regularization constant which is used to trade-off fit and the number of segments.
Place, publisher, year, edition, pages
Elsevier, 2010. Vol. 46, no 6, 1107-1111 p.
Segmentation, Regularization, ARX-models
National CategoryControl Engineering
IdentifiersURN: urn:nbn:se:liu:diva-58384DOI: 10.1016/j.automatica.2010.03.013ISI: 000278675500020OAI: oai:DiVA.org:liu-58384DiVA: diva2:343292