Automatica, Vol.49, No.4, 1045-1050, 2013
Identification of switched linear regression models using sum-of-norms regularization
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 l(1)-regularization. The regularization constant regulates the complexity and is used to trade off the fit and the number of submodels. (C) 2013 Elsevier Ltd. All rights reserved.
Keywords:Regularization;System identification;Sum-of-norms;Switched linear systems;Piecewise affine systems