%C  Maastricht, The Netherlands
%T Segmentation of ARX systems through SDP-relaxation techniques
%A Dario Piga
%A Roland T?th
%D 2012
%L eprints2432
%X 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.