eprintid: 2432
rev_number: 7
eprint_status: archive
userid: 6
dir: disk0/00/00/24/32
datestamp: 2015-01-08 11:00:48
lastmod: 2015-01-08 11:00:48
status_changed: 2015-01-08 11:00:48
type: conference_item
metadata_visibility: show
creators_name: Piga, Dario
creators_name: Tóth, Roland
creators_id: dario.piga@imtlucca.it
creators_id: 
title: Segmentation of ARX systems through SDP-relaxation techniques
ispublished: unpub
subjects: QA75
divisions: CSA
full_text_status: public
pres_type: poster
abstract: 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
event_title: ERNSI Workshop 2012, European Research Network on System Identification
event_location:  Maastricht, The Netherlands
event_dates: September 23 – 25, 2012
event_type: workshop
refereed: TRUE
citation:   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2012, European Research Network on System Identification, September 23 – 25, 2012,  Maastricht, The Netherlands       (Unpublished)   (2012)  
document_url: http://eprints.imtlucca.it/2432/1/ERNSI2012SDP.pdf