eprintid: 469
rev_number: 10
eprint_status: archive
userid: 7
dir: disk0/00/00/04/69
datestamp: 2011-07-27 08:53:44
lastmod: 2011-08-05 13:58:48
status_changed: 2011-07-27 08:53:44
type: article
metadata_visibility: show
contact_email: alberto.bemporad@imtlucca.it
item_issues_count: 0
creators_name: Roll, Jacob
creators_name: Bemporad, Alberto
creators_name: Ljung, Lennart
creators_id: 
creators_id: alberto.bemporad@imtlucca.it
creators_id: 
title: Identification of piecewise affine systems via mixed-integer programming
ispublished: pub
subjects: QA75
divisions: CSA
full_text_status: none
keywords: System identi�cation; Piecewise a ne systems; Mixed-integer programming; Global optimization; Change detection; Wiener models
abstract: 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.
date: 2004-01
date_type: published
publication: Automatica
volume: 40
number: 1
publisher: Elsevier
pagerange: 37-50
id_number: 10.1016/j.automatica.2003.08.006
refereed: TRUE
issn: 0005-1098
official_url: http://www.sciencedirect.com/science/article/pii/S000510980300270X
citation:   Roll, Jacob and Bemporad, Alberto and Ljung, Lennart  Identification of piecewise affine systems via mixed-integer programming.  Automatica, 40 (1).  pp. 37-50.  ISSN 0005-1098      (2004)