A continuous optimization framework for hybrid system identification

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

1 ABC - Machine Learning and Computational Biology
2 CRAN - Centre de Recherche en Automatique de Nancy
3 CIS - Center for Imaging Science

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.

Keywords: hybrid system; switched system; piecewise affine system; identification; robustness to outliers; large data sets

Domains: Automatic; Other Statistics [stat.ML]

Fabien Lauer, Gérard Bloch, René Vidal. A continuous optimization framework for hybrid system identification. Automatica, 2011, 47 (3), pp.608-613. ⟨10.1016/j.automatica.2011.01.020⟩. ⟨hal-00559369⟩