A continuous optimization framework for hybrid system identification
We propose a new framework for hybrid system identification, which relies on continuous optimization. This framework is based on the minimization of a cost function that can be chosen as either the minimum or the product of loss functions. The former is inspired by traditional estimation methods, wh...
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Veröffentlicht in: | Automatica (Oxford) 2011-03, Vol.47 (3), p.608-613 |
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creator | Lauer, Fabien Bloch, Gérard Vidal, René |
description | We propose a new framework for hybrid system identification, which relies on continuous optimization. This framework is based on the minimization of a cost function that can be chosen as either the minimum or the product of loss functions. The former is inspired by traditional estimation methods, while the latter is inspired by recent algebraic and support vector regression approaches to hybrid system identification. In both cases, the identification problem is recast as a continuous optimization program involving only the real parameters of the model as variables, thus avoiding the use of discrete optimization. This program can be solved efficiently by using standard optimization methods even for very large data sets. In addition, the proposed framework easily incorporates robustness to different kinds of outliers through the choice of the loss function. |
doi_str_mv | 10.1016/j.automatica.2011.01.020 |
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Systems</topic><topic>Engineering Sciences</topic><topic>Exact sciences and technology</topic><topic>Hybrid system</topic><topic>Hybrid systems</topic><topic>Identification</topic><topic>Large data set</topic><topic>Mathematical analysis</topic><topic>Mathematical models</topic><topic>Modelling and identification</topic><topic>Optimization</topic><topic>Other Statistics</topic><topic>Regression</topic><topic>Robustness</topic><topic>Robustness to outliers</topic><topic>Statistics</topic><topic>Vectors (mathematics)</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Lauer, Fabien</creatorcontrib><creatorcontrib>Bloch, Gérard</creatorcontrib><creatorcontrib>Vidal, René</creatorcontrib><collection>Pascal-Francis</collection><collection>CrossRef</collection><collection>Computer and Information Systems Abstracts</collection><collection>Electronics & Communications Abstracts</collection><collection>Technology Research Database</collection><collection>ProQuest Computer Science Collection</collection><collection>Advanced Technologies Database with Aerospace</collection><collection>Computer and Information Systems Abstracts Academic</collection><collection>Computer and Information Systems Abstracts Professional</collection><collection>Hyper Article en Ligne (HAL)</collection><collection>Hyper Article en Ligne (HAL) (Open Access)</collection><jtitle>Automatica (Oxford)</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Lauer, Fabien</au><au>Bloch, Gérard</au><au>Vidal, René</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>A continuous optimization framework for hybrid system identification</atitle><jtitle>Automatica (Oxford)</jtitle><date>2011-03-01</date><risdate>2011</risdate><volume>47</volume><issue>3</issue><spage>608</spage><epage>613</epage><pages>608-613</pages><issn>0005-1098</issn><eissn>1873-2836</eissn><coden>ATCAA9</coden><abstract>We propose a new framework for hybrid system identification, which relies on continuous optimization. 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subjects | Adaptative systems Applied sciences Automatic Computer science control theory systems Control theory. Systems Engineering Sciences Exact sciences and technology Hybrid system Hybrid systems Identification Large data set Mathematical analysis Mathematical models Modelling and identification Optimization Other Statistics Regression Robustness Robustness to outliers Statistics Vectors (mathematics) |
title | A continuous optimization framework for hybrid system identification |
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