On the complexity of piecewise affine system identification
Identifieur interne : 000694 ( Main/Exploration ); précédent : 000693; suivant : 000695On the complexity of piecewise affine system identification
Auteurs : Fabien Lauer [France]Source :
- Automatica [ 0005-1098 ] ; 2015.
English descriptors
- mix :
Abstract
The paper provides results regarding the computational complexity of hybrid system identification. More precisely, we focus on the estimation of piecewise affine (PWA) maps from input-output data and analyze the complexity of computing a global minimizer of the error. Previous work showed that a global solution could be obtained for continuous PWA maps with a worst-case complexity exponential in the number of data. In this paper, we show how global optimality can be reached for a slightly more general class of possibly discontinuous PWA maps with a complexity only polynomial in the number of data, however with an exponential complexity with respect to the data dimension. This result is obtained via an analysis of the intrinsic classification subproblem of associating the data points to the different modes. In addition, we prove that the problem is NP-hard, and thus that the exponential complexity in the dimension is a natural expectation for any exact algorithm.
Url:
DOI: 10.1016/j.automatica.2015.09.031
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More precisely, we focus on the estimation of piecewise affine (PWA) maps from input-output data and analyze the complexity of computing a global minimizer of the error. Previous work showed that a global solution could be obtained for continuous PWA maps with a worst-case complexity exponential in the number of data. In this paper, we show how global optimality can be reached for a slightly more general class of possibly discontinuous PWA maps with a complexity only polynomial in the number of data, however with an exponential complexity with respect to the data dimension. This result is obtained via an analysis of the intrinsic classification subproblem of associating the data points to the different modes. In addition, we prove that the problem is NP-hard, and thus that the exponential complexity in the dimension is a natural expectation for any exact algorithm.</div></front></TEI><affiliations><list><country><li>France</li></country><region><li>Grand Est</li><li>Lorraine (région)</li></region><settlement><li>Metz</li><li>Nancy</li></settlement><orgName><li>Université de Lorraine</li></orgName></list><tree><country name="France"><region name="Grand Est"><name sortKey="Lauer, Fabien" sort="Lauer, Fabien" uniqKey="Lauer F" first="Fabien" last="Lauer">Fabien Lauer</name></region></country></tree></affiliations></record>Pour manipuler ce document sous Unix (Dilib)
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