On the Hinge-Finding Algorithm for Hinging Hyperplanes

This paper concerns the estimation algorithm for hinging hyperplane (HH) models, a non-linear black box model structure suggested in 3]. The estimation algorithm is analysed and it is shown that it is a special case of a Newton algorithm applied on a quadratic criterion. This insight is then used to suggest possible improvements of the algorithm so that convergence can be guaranteed. In addition the way of updating the parameters in the HH model, is discussed. In 3] a stepwise updating procedure is proposed. In this paper we stress that simultaneous updating of the model parameters can be preferable in some cases.