{"paper":{"title":"Identification of LTV Dynamical Models with Smooth or Discontinuous Time Evolution by means of Convex Optimization","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.ML"],"primary_cat":"cs.SY","authors_text":"Anders Robertsson, Fredrik Bagge Carlson, Rolf Johansson","submitted_at":"2018-02-27T09:49:59Z","abstract_excerpt":"We establish a connection between trend filtering and system identification which results in a family of new identification methods for linear, time-varying (LTV) dynamical models based on convex optimization. We demonstrate how the design of the cost function promotes a model with either a continuous change in dynamics over time, or causes discontinuous changes in model coefficients occurring at a finite (sparse) set of time instances. We further discuss the introduction of priors on the model parameters for situations where excitation is insufficient for identification. The identification pr"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1802.09794","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}