Identification of Piecewise Affine Systems Using Sum-of-Norms Regularization
نویسندگان
چکیده
Piecewise affine systems serve as an important approximation of nonlinear systems. The identification of piecewise affine systems is here tackled by overparametrizing and assigning a regressor-parameter to each of the observations. Regressor parameters are then forced to be the same if that not causes a major increase in the fit term. The formulation takes the shape of a least-squares problem with sum-of-norms regularization over regressor parameter differences, a generalization of `1-regularization. The regularization constant is used to trade off fit and the number of partitions.
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