Fitting jump models

Bemporad, A; Breschi, V; Piga, D; Boyd, SP

Bemporad, A (reprint author), IMT Sch Adv Studies Lucca, Piazza San Francesco 19, I-55100 Lucca, Italy.

AUTOMATICA, 2018; 96 (): 11

Abstract

We describe a new framework for fitting jump models to a sequence of data. The key idea is to alternate between minimizing a loss function to fit mult......

Full Text Link