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State Smoothing by Sum-of-Norms Regularization
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Stanford University, USA.
2010 (English)In: Proceedings of the 49th Conference on Decision and Control, 2010, 2880-2885 p.Conference paper, Published paper (Refereed)
Abstract [en]

The presence of abrupt changes, such as impulsive disturbances and load disturbances, make state estimation considerably more difficult than the standard setting with Gaussian process noise. Nevertheless, this type of disturbances is commonly occurring in applications which makes it an important problem. An abrupt change often introduces a jump in the state and the problem is therefore readily treated by change detection techniques. In this paper, we take a rather different approach. The state smoothing problem for linear state space models is here formulated as a least-squares problem with sum-of-norms regularization, a generalization of the 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 jumps.

Place, publisher, year, edition, pages
2010. 2880-2885 p.
Keyword [en]
Smoothing, State estimation, Signal processing, Sparsity, lL-regularization
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-62903DOI: 10.1109/CDC.2010.5717386ISBN: 978-1-4244-7745-6 (print)OAI: oai:DiVA.org:liu-62903DiVA: diva2:375029
Conference
49th Conference on Decision and Control, Atlanta, GA, USA, 15-17 December, 2010
Projects
CADICS
Available from: 2010-12-07 Created: 2010-12-07 Last updated: 2013-07-09

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Ohlsson, HenrikGustafsson, FredrikLjung, Lennart

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
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Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf