@unpublished{eprints2432, title = {Segmentation of ARX systems through SDP-relaxation techniques}, author = {Dario Piga and Roland T{\'o}th}, year = {2012}, booktitle = {ERNSI Workshop 2012, European Research Network on System Identification}, month = {September}, url = {http://eprints.imtlucca.it/2432/}, abstract = {Segmentation of ARX models can be formulated as a combinato- rial minimization problem in terms of the ?0-norm of the param- eter variations and the ?2-loss of the prediction error. A typical approach to compute an approximate solution to such a prob- lem is based on ?1-relaxation. Unfortunately, evaluation of the level of accuracy of the ?1-relaxation in approximating the opti- mal solution of the original combinatorial problem is not easy to accomplish. In this poster, an alternative approach is proposed which provides an attractive solution for the ?0-norm minimiza- tion problem associated with segmentation of ARX models.} }