Estimating the probability of success of a simple algorithm for switched linear regression

DOI10.1016/j.nahs.2012.10.001zbMath1257.93105OpenAlexW1997819786MaRDI QIDQ1936164

Fabien Lauer

Publication date: 21 February 2013

Published in: Nonlinear Analysis. Hybrid Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.nahs.2012.10.001

zbMATH Keywords

system identificationsample sizenonconvex optimizationglobal optimalitypiecewise affine systemsswitched linear systemsswitched regression

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Sampled-data control/observation systems (93C57) Identification in stochastic control theory (93E12) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Related Items (9)

Global optimization for low-dimensional switching linear regression and bounded-error estimation ⋮ On the complexity of switching linear regression ⋮ Data-driven switching modeling for MPC using regression trees and random forests ⋮ Expectation maximization based sparse identification of cyberphysical system ⋮ Learning stability guarantees for constrained switching linear systems from noisy observations ⋮ On the complexity of piecewise affine system identification ⋮ Persistence of excitation for identifying switched linear systems ⋮ A statistical learning perspective on switched linear system identification ⋮ Stability analysis of switched ARX models and application to learning with guarantees

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