Identification of piecewise affine systems via mixed-integer programming |
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Authors: | Jacob Roll [Author Vitae] Alberto Bemporad [Author Vitae] |
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Affiliation: | a Division of Automatic Control, Linköping University, Linköping SE-581 83, Sweden b Dipartimento di Ingegneria dell'Informazione, University of Siena, Via Roma 56, Siena 53100, Italy |
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Abstract: | 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. |
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Keywords: | System identification Piecewise affine systems Mixed-integer programming Global optimization Change detection Wiener models |
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