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Parameters estimation of hinging hyperplanes using median squared error criterion

  • Xiaolin HuangEmail author
  • Jun Xu
  • Shuning Wang
Regular Papers Control Theory

Abstract

This paper considers parameter estimation for nonlinear model using median squared error (MSE) criterion, which is limited to linear model in the past. It is shown that applying MSE, the essence of estimating parameters for hinging hyperplanes (HH) and linear model are the same. Motivated by this fact, MSE estimation is discussed for HH. A local optimality condition is given and based on this condition, an algorithm using linear programming technique is proposed. Numerical experiments show the good performance of the proposed estimation strategy and algorithm.

Keywords

Hinging hyperplane identification methods piecewise-linear robust estimation 

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Copyright information

© Institute of Control, Robotics and Systems and The Korean Institute of Electrical Engineers and Springer-Verlag Berlin Heidelberg 2011

Authors and Affiliations

  1. 1.Department of AutomationTsinghua University and Tsinghua National Laboratory for Information Science and Technology (TNList)BeijingP. R. China

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