Global optimization for low-dimensional switching linear regression and bounded-error estimation

نویسنده

  • Fabien Lauer
چکیده

The paper provides global optimization algorithms for two particularly difficult nonconvex problems raised by hybrid system identification: switching linear regression and bounded-error estimation. While most works focus on local optimization heuristics without global optimality guarantees or with guarantees valid only under restrictive conditions, the proposed approach always yields a solution with a certificate of global optimality. This approach relies on a branchand-bound strategy for which we devise lower bounds that can be efficiently computed. In order to obtain scalable algorithms with respect to the number of data, we directly optimize the model parameters in a continuous optimization setting without involving integer variables. Numerical experiments show that the proposed algorithms offer a higher accuracy than convex relaxations with a reasonable computational burden for hybrid system identification. In addition, we discuss how bounded-error estimation is related to robust estimation in the presence of outliers and exact recovery under sparse noise, for which we also obtain promising numerical results.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Estimation of Global Solar Irradiance Using a Novel combination of Ant Colony Optimization and Empirical Models

In this paper, a novel approach for the estimation of global solar irradiance is proposed based on a combination of empirical correlation and ant colony optimization. Empirical correlation has been used to estimate monthly average of daily global solar irradiance on a horizontal surface. The Ant Colony Optimization (ACO) algorithm has been applied as a swarm-intelligence technique to tune the c...

متن کامل

Truncated Linear Minimax Estimator of a Power of the Scale Parameter in a Lower- Bounded Parameter Space

 Minimax estimation problems with restricted parameter space reached increasing interest within the last two decades Some authors derived minimax and admissible estimators of bounded parameters under squared error loss and scale invariant squared error loss In some truncated estimation problems the most natural estimator to be considered is the truncated version of a classic...

متن کامل

Spatiotemporal Estimation of PM2.5 Concentration Using Remotely Sensed Data, Machine Learning, and Optimization Algorithms

PM 2.5 (particles <2.5 μm in aerodynamic diameter) can be measured by ground station data in urban areas, but the number of these stations and their geographical coverage is limited. Therefore, these data are not adequate for calculating concentrations of Pm2.5 over a large urban area. This study aims to use Aerosol Optical Depth (AOD) satellite images and meteorological data from 2014 to 2017 ...

متن کامل

Multi-level Thrust Ripples Minimization of Linear Flux Switching Motors With Segmented Secondary by Combined Genetic Algorithm and Response Surface Methodology

Linear flux switching motors with simple passive segmented secondary, referred as Segmented Secondary Linear Flux Switching Motors (SSLFSMs), have low cost secondary and therefore are applicable to transportation systems like Maglev. However, it is shown that the SSLFSMs suffer from high thrust ripples. In this paper, minimizing SSLFSM thrust ripples besides maximizing its developed thrust are ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:
  • Automatica

دوره 89  شماره 

صفحات  -

تاریخ انتشار 2018