Identification of piecewise affine systems via mixed-integer programming

被引：261

作者：

Roll, J

Bemporad, A

Ljung, L

机构：

[1] Univ Siena, Dipartimento Ingn Informaz, I-53100 Siena, Italy

[2] Linkoping Univ, Div Automat Control, SE-58183 Linkoping, Sweden

来源：

AUTOMATICA | 2004年 / 40卷 / 01期

关键词：

system identification; piecewise affine systems; mixed-integer programming; global optimization; change detection; Wiener models;

D O I：

10.1016/j.automatica.2003.08.006

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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. (C) 2003 Elsevier Ltd. All rights reserved.

引用

页码：37 / 50

页数：14

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