Parameter Estimation of Switching Piecewise Linear System

Proceedings of the IEEE Conference on Decision and Control

Volumn 6, Issue , 2003, Pages 5783-5788

  Ragot, José ^a   Mourot, Gilles ^a   Maquin, Didier ^a  

^a CENTRE DE RECHERCHE EN AUTOMATIQUE DE NANCY   (France)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; CONVERGENCE OF NUMERICAL METHODS; DISCRETE TIME CONTROL SYSTEMS; ERROR ANALYSIS; FUNCTION EVALUATION; HYBRID COMPUTERS; MATHEMATICAL MODELS; OPTIMIZATION; PARAMETER ESTIMATION; PIECEWISE LINEAR TECHNIQUES; REGRESSION ANALYSIS; RESOURCE ALLOCATION; SWITCHING SYSTEMS; TIME SERIES ANALYSIS;

AUTOREGRESSION (AR) ANALYSIS; NORMALIZED WEIGHTS;

LINEAR CONTROL SYSTEMS;

EID: 1542348557     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: 10.1109/CDC.2003.1271927     Document Type: Conference Paper

References (21)

1. Gasso G., Mourot G. Ragot J. "Structure identification in multiple model representation: elimination and merging of local models", 40th IEEE Conference on Decision and Control, Orlando, FL, USA, December 4-7, 2001.
2. Mihaylova L., Lampaert V., Bruyninckx H., Sweters J. "Hysteresis functions identification by multiple model approach", IEEE Conference on Multi Sensor Fusion and Integration for Intelligent Systems, MFI'2001, Baden Baden, Germany, August 20-21, 2001.
3. Pucar P., Sjoberg J. "On the hinge-finding algorithm for hinging hyperplanes, IEEE Transactions on Information Theory, 4 (3), p. 1310-1319, 1998.
4. Breiman L. Hinging hyperplans for regression, classification and function approximation, IEEE Transactions on Information Theory, 39 (3), p. 999-1013, 1993.
5. Ding Z., Hong L. An interactive multiple model algorithm with a switching markov chain, Math. Comput. Modelling, 25 (1), p. 1-9, 1997.
6. Quandt R.E. The estimation of the parameters of a linear regression system obeying two separate regimes, Journal of the American Statistical Association, p. 873-880, 1958.
7. Hudson D.J. Finding segmented curves whose join points have to be estimated, Journal of the American Statistical Association, 61, p. 1097-1129, 1966.
8. Kim E., Park M., Seunghwan L., Park M. A new approach to fuzzy modeling, IEEE Transactions on Fuzzy Systems, 5 (3), p. 328-337, 1997.
9. Yu J.R., Tzeng G.H., Li H.L. General fuzzy piecewise regression analysis with automatic change point detection, Fuzzy Sets and Systems, 119, p. 247-257, 2001.
10. Krolzig H.M. Markov-switching vector autoregressive modellin, statistical inference and application to bustness and analysis. Lecture Notes in Economics and Mathematical Systems, 454, Springer.
11. Medeiros M., Veiga A., Resenda M.G.C. A combinatorial approach to piecewise linear time series analysis, Journal of Computational and Graphical Statistics, 11 (1), p. 236-258, 2000.
12. Roll J. Robust verification and identification of piecewise affine systems. Thesis 899, Linköping, 2001.
13. Chua L.O., Kang S.M. "Section-wise piecewise linear functions: canonical representation, properties and applications", Proceedings of IEEE, 65, p. 915-929, 1977.
14. Fontaine L., Mourot G., Ragot J. "Segmentation d'électrocardiogrammes par réseau de modèles locaux", Troisième Conférence Internationale sur l'Automatisation Industrielle, Montréal, Canada, 7-9 juin 1999 (in French).
15. Kehagias A., Petridis V. Predictive modular neural networks for unsupervised segmentation of switching time series: the data allocation problem, IEEE Transactions on Neural Networks, 13 (6), p. 1432-1449, 2002.
16. Münz E., Krebs V. "Identification of hybrid systems using a priori knowledge", 15th IFAC World Congress, Barcelona, Spain, July 21-26, 2002.
17. Verdult V., Verhaegen M. "Identification of a weighted combination of multivariable local linear state-space systems from input and output data", 40th IEEE Conference on Decision and Control, Orlando, FL, USA, December 4-7, 2001.
18. Hathaway R.J., Bezdek C. Switching regression models and fuzzy clustering, IEEE Transactions on Fuzzy Systems, 1 (3), p. 195-204, 1993.
19. Ferrari-Trecate G., Muselli M., Liberati D., Morari M. "Identification of piecewise affine and hybrid systems", American Control Conference, Arlington, VA, USA, June 25-27, 2001.
20. Rao A.V., Miller J., Rose K., Gersho A. A deterministic annealing approach for parcimonious design of piecewise regression models, IEEE Transactions on Pattern Analysis and Machine Intelligence, 21 (2), p. 159-173, 1999.
21. Strikholm B., Teräsvirta T. "Determining the number of regimes in a threshold autoregressive model using smooth transition autoregression", 13th EC2 Conference, Model Selection and Evaluation, Bologna, Italy, December 13-14, 2002.