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
Hauptverfasser: Lauer, Fabien, Bloch, Gérard, Vidal, René
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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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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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