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Segmentation of ARX-Models using 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.
Stanford University, USA.
2010 (English)Report (Other academic)
Abstract [en]

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
Linköping: Linköping University Electronic Press, 2010. , 9 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2941
Keyword [en]
Segmentation, Regularization, ARX-models
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-97555ISRN: LiTH-ISY-R-2941OAI: oai:DiVA.org:liu-97555DiVA: diva2:648408
Available from: 2013-09-16 Created: 2013-09-16 Last updated: 2014-09-22Bibliographically approved

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Ohlsson, HenrikLjung, 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
More styles
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