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Identification of piecewise affine systems via mixed-integer programming

Published: 01 January 2004 Publication History

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.

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    Published In

    cover image Automatica (Journal of IFAC)
    Automatica (Journal of IFAC)  Volume 40, Issue 1
    January, 2004
    160 pages

    Publisher

    Pergamon Press, Inc.

    United States

    Publication History

    Published: 01 January 2004

    Author Tags

    1. Change detection
    2. Global optimization
    3. Mixed-integer programming
    4. Piecewise affine systems
    5. System identification
    6. Wiener models

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