TY  - JOUR
AV  - none
SP  - 37
TI  - Identification of piecewise affine systems via mixed-integer programming
VL  - 40
A1  - Roll, Jacob
A1  - Bemporad, Alberto
A1  - Ljung, Lennart
UR  - http://www.sciencedirect.com/science/article/pii/S000510980300270X
Y1  - 2004/01//
KW  - System identi?cation; Piecewise a ne systems; Mixed-integer programming; Global optimization; Change detection; Wiener models
SN  - 0005-1098
N2  - This paper addresses the problem of identification of hybrid dynamical systems, by focusing the attention on hinging hyperplanes and Wiener piecewise affine autoregressive exogenous models, in which the regressor space is partitioned into polyhedra with affine submodels for each polyhedron. In particular, we provide algorithms based on mixed-integer linear or quadratic programming which are guaranteed to converge to a global optimum. For the special case where the estimation data only seldom switches between the different submodels, we also suggest a way of trading off between optimality and complexity by using a change detection approach.
ID  - eprints469
EP  - 50
PB  - Elsevier
JF  - Automatica
IS  - 1
ER  -