relation: http://eprints.imtlucca.it/2432/
title: Segmentation of ARX systems through SDP-relaxation techniques
creator: Piga, Dario
creator: Tóth, Roland
subject: QA75 Electronic computers. Computer science
description: Segmentation of ARX models can be formulated as a combinato-  rial minimization problem in terms of the ℓ0-norm of the param-  eter variations and the ℓ2-loss of the prediction error. A typical  approach to compute an approximate solution to such a prob-  lem is based on ℓ1-relaxation. Unfortunately, evaluation of the  level of accuracy of the ℓ1-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 ℓ0-norm minimiza-  tion problem associated with segmentation of ARX models.
date: 2012-09
type: Conference or Workshop Item
type: PeerReviewed
format: application/pdf
language: en
identifier: http://eprints.imtlucca.it/2432/1/ERNSI2012SDP.pdf
identifier:   Piga, Dario and Tóth, Roland  Segmentation of ARX systems through SDP-relaxation techniques.  In: ERNSI Workshop 2012, European Research Network on System Identification, September 23 – 25, 2012,  Maastricht, The Netherlands       (Unpublished)   (2012)