Table 1.
Parameter sets of linear and bilinear/switched linear (BL/SL) models used in our work
Model | Parameters θ |
---|---|
AR | {ak} |
ARX | {ak, bk} |
VAR | {ak, dk,i} |
VARX | {ak, bk, dk,i} |
BL/SL AR | {ak, ck} |
BL/SL ARX | {ak, bk, ck} |
BL/SL VAR | {ak, ck, dk,i} |
BL/SL VARX | {ak, bk, ck, dk,i} |
Note that bilinear and switched linear models have the same set of nonzero weights and only differ in their encoding of (see “Preprocessing and data decomposition” above). In each case, the shown matrices are learned from data while matrices outside of this set are assigned to 0.