TY  - UNPB
M2  -  Maastricht, The Netherlands
AV  - public
N2  - 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.
TI  - Segmentation of ARX systems through SDP-relaxation techniques
ID  - eprints2432
Y1  - 2012/09//
UR  - http://eprints.imtlucca.it/2432/
A1  - Piga, Dario
A1  - Tóth, Roland
T2  - ERNSI Workshop 2012, European Research Network on System Identification
ER  -