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A convex optimization approach to semi-supervised identification of switched ARX systems | IEEE Conference Publication | IEEE Xplore

A convex optimization approach to semi-supervised identification of switched ARX systems


Abstract:

This paper proposes a general convex framework for robustly identifying discrete-time affine hybrid systems from measurements contaminated by noise (both process and meas...Show More

Abstract:

This paper proposes a general convex framework for robustly identifying discrete-time affine hybrid systems from measurements contaminated by noise (both process and measurement) and outliers. Our main result shows that this problem can be formulated as a constrained polynomial optimization, for which a monotonically convergent sequence of tractable convex relaxations can be obtained by exploiting recent developments in sparse polynomial optimization. A salient feature of the proposed framework is its ability to incorporate existing a-priori information about the noise, co-ocurrences, or the switching sequence. These results are illustrated with several examples showing the ability of the proposed approach to make effective use of this additional information.
Date of Conference: 15-17 December 2014
Date Added to IEEE Xplore: 12 February 2015
ISBN Information:
Print ISSN: 0191-2216
Conference Location: Los Angeles, CA, USA

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