%0 Conference Paper
%A Piga, Dario
%A Tóth, Roland
%B ERNSI Workshop 2012, European Research Network on System Identification
%C  Maastricht, The Netherlands
%D 2012
%F eprints:2432
%T Segmentation of ARX systems through SDP-relaxation techniques
%U http://eprints.imtlucca.it/2432/
%X 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.