Identification of switched linear regression models using sum-of-norms regularization

  • Authors:
  • Henrik Ohlsson;Lennart Ljung

  • Affiliations:
  • -;-

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 2013

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Abstract

This paper proposes a general convex framework for the identification of switched linear systems. The proposed framework uses over-parameterization to avoid solving the otherwise combinatorially forbidding identification problem, and takes the form of a least-squares problem with a sum-of-norms regularization, a generalization of the @?"1-regularization. The regularization constant regulates the complexity and is used to trade off the fit and the number of submodels.