Parameter estimation of switching piecewise linear system

@inproceedings{Ragot2004ParameterEO,
  title={Parameter estimation of switching piecewise linear system},
  author={Jos{\'e} Ragot and Gilles Mourot and Didier Maquin},
  year={2004}
}
During the last years, a number of methodological papers on models with discrete parameter shifts have revived interest in the so-called regime switching models. Piecewise linear models are attractive when modelling a wide range of nonlinear system and determining simultaneously i) the data partition ii) the time instant of change iii) the parameter values… CONTINUE READING