Identification of hybrid and linear parameter varying models via recursive piecewise affine regression and discrimination

Piecewise affine (PWA) regression is a supervised learning method which aims at estimating, from a set of training data, a PWA map approximating the relationship between a set of explanatory variables (commonly called regressors) and continuous-valued outputs. In this paper, we describe a recursive and numerically efficient PWA regression algorithm, and discuss its application to the identification of multi-input multi-output PWA dynamical models in autoregressive form and to the identification of linear parameter-varying models.

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