PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

A continuous optimization framework for hybrid system identification
fabien lauer, Gérard Bloch and René Vidal
Automatica Volume 47, Number 3, pp. 608-613, 2011.

Abstract

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.

EPrint Type:Article
Additional Information:HAL link: http://hal.archives-ouvertes.fr/hal-00559369/en/
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Learning/Statistics & Optimisation
ID Code:8304
Deposited By:fabien lauer
Deposited On:14 October 2011