Identifying parameters of local switching models: a geometrical approach

David Pearson (1) , José Ragot (2)

1 EURISE - Equipe Universitaire de Recherche en Informatique de Saint Etienne
2 CRAN - Centre de Recherche en Automatique de Nancy

In this paper we look at the problem where we have two mixed sets of data on the same scatter plot. We want to calculate linear regression lines for each of the two sets, but first of all we need to decide which data belong to which set. We propose one possible solution to this problem involving data classification and parameters estimation.

Mots clés: scatter plots; switching regression; mixture of models; change of regime; differential geometry.; differential geometry

Domaines: Automatique

David Pearson, José Ragot. Identifying parameters of local switching models: a geometrical approach. 11th International Workshop on Systems, Signals and Image Processing, IWSSIP 2004, Sep 2004, Poznan, Poland. pp.CDROM. ⟨hal-00512262⟩