The Hybrid Identification Toolbox
(HIT) is a free MatLab toolbox for regression with
Piece-Wise Affine (PWA) maps and identification of Piece-Wise
AutoRegressive Exogenous (PWARX) models. HIT implements
the clustering-based algorithms documented in some of my
papers (see
Bibliography.txt in the root directory
of HIT).
Its development has been supported by the EU projects
HYGEIA and
HYCON.
Download
16/01/2006:
HIT 1.00 - .zip package.
06/12/2005: HIT pre0.95 - .zip package.
Required software: MATLAB 6.5 (or higher).
Installation
and first steps
HIT uses the
Multi
Parametric Toolbox (MPT) developed at ETH
(Zurich,
Switzerland) for handling polytopes and solving LP/QP problems.
From 06/12/2005, HIT is shipped as
part of MPT, thus it is automatically installed if you download
MPT >= 2.5.
For a stand-alone installation of HIT, unzip it and add its path (and
the path of the subdirectories as well) to the
matlabpath.
Then, try out the examples in the
/examples directory.
The code of the examples has a lot of comments and you won't have
any difficulty in adapting them for solving your problems.
In the
/doc
directory there is the pdf and html documentation of HIT.
Main
features of HIT
• Clustering algorithms:
weighted K-means and single-linkage
• Pattern recognition algorithms:
• Linear Support Vector Classifiers
(SVC)
• Multicategory Robust Linear Programmng (MRLP)
• Proximal Support Vector Classifiers (PSVC)
• Continuous and discontinuous PWA/PWARX models
• Post-processing: optional re-classification of outliers
More details about
the problems solved by HIT
- Regression
problem: reconstruct a PWA map from noisy samples. In this
case, one is not dealing with a dynamical system (with inputs and
outputs) but just with a static map that is sampled. HIT computes
a data-based PWA approximation of the map (see the examples
ex_approx_1d.m
and ex_cake1.m. - the second example shows how to
approximate discontinuous PWA maps). The approximation has idmodes.s
modes (in HITs jargon, a "mode" is an affine hyperplane + the region
where is valid).
- Identification problem: reconstruct a PWARX
hybrid system from noisy inputs and outputs (see for instance
ex_pwarx_2d_3modes.m).
PWARX systems are multi-input/single-output descriptions of hybrid
systems. Thus no state appears. But they can be re-written as PWA
systems pretty much the same way ARX models can be re-written as linear
systems in the state-space form.
The PWARX systems used in the HIT toolbox are in the form
y(k)=idmodes.par{i}* [x(k)' 1]' if x(k) \in
\idmodes.regions(i)
where x(k)=[y(k-1) ... y(k-na) u'(k-1) ... u'(k-nb)]
is the vector of regressors and the integers na
and nb are the system
orders. If you want to write a PWARX model in the PWA form you have to
interpret x(k) as a state, y(k)
as an output and find the matrices A_i, b_i,
f_i, C_i, D_i, g_i
that given a sequence u(k) produce the same
output of the PWARX model.
Citation
info
BibTeX entry for citation:
@MISC{hit,
author = {G. Ferrari-Trecate},
title = {{Hybrid Identification Toolbox (HIT)}},
year = {2005},
}
Acknowledgments
See the file
Acknowledgments.txt in the root
directory of HIT.