41 citations · 211 across the 45 of their papers we have counts for
5 papers · 1 filter
How to monitor and mitigate stair-casing in l1 trend filtering
Cristian R. Rojas, Bo Wahlberg
In this paper we study the estimation of changing trends in time-series using trend filtering. This method generalizes 1D Total Variation (TV) denoising for detection of s…
Approximate Regularization Path for Nuclear Norm Based H2 Model Reduction
Niclas Blomberg, Cristian R. Rojas, Bo Wahlberg
This paper concerns model reduction of dynamical systems using the nuclear norm of the Hankel matrix to make a trade-off between model fit and model complexity. This results in a c…
A distributed primal-dual interior-point method for loosely coupled problems using ADMM
Mariette Annergren, Sina Khoshfetrat Pakazad, Anders Hansson +1
In this paper we propose an efficient distributed algorithm for solving loosely coupled convex optimization problems. The algorithm is based on a primal-dual interior-point method…
Applications Oriented Input Design in Time-Domain Through Cyclic Methods
A. Ebadat, B. Wahlberg, H. Hjalmarsson +3
In this paper we propose a method for applications oriented input design for linear systems under time-domain constraints on the amplitude of input and output signals. The method g…
On change point detection using the fused lasso method
Cristian R. Rojas, Bo Wahlberg
In this paper we analyze the asymptotic properties of l1 penalized maximum likelihood estimation of signals with piece-wise constant mean values and/or variances. The focus is on s…