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hal-00559369, version 1

A continuous optimization framework for hybrid system identification

Fabien Lauer () 1, Gérard Bloch () 2, René Vidal 3

Automatica 47, 3 (2011) 608-613

Résumé : 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.

  • 1 :  ABC (Apprentissage et Biologie Computationnelle) (LORIA)
  • CNRS : UMR7503 – INRIA – Université Henri Poincaré - Nancy I – Université Nancy II – Institut National Polytechnique de Lorraine (INPL)
  • 2 :  Centre de recherche en automatique de Nancy (CRAN)
  • CNRS : UMR7039 – Université Henri Poincaré - Nancy I – Institut National Polytechnique de Lorraine (INPL)
  • 3 :  Center for Imaging Science (CIS)
  • Johns Hopkins University
  • Domaine : Sciences de l'ingénieur/Automatique / Robotique
    Statistiques/Autres
  • Mots-clés : hybrid system – switched system – piecewise affine system – identification – robustness to outliers – large data sets
 
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  • Contributeur : Fabien Lauer <>
  • Soumis le : Mardi 25 Janvier 2011, 14:13:25
  • Dernière modification le : Jeudi 10 Mars 2011, 08:04:48