Fitting Jump Models

Package description

This package implements a set of algorithms in MATLAB for fitting Jump Models to a given training data set, and to use the model to infer outputs and mode jumps from data.

The algorithm is based on the following paper:

[1] A. Bemporad, V. Breschi, D. Piga, and S. Boyd, "Fitting Jump Models", Automatica, vol. 96, pp. 11-21, 2018.

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Latest version (February 12, 2018)

This software is distributed without any warranty. Please cite the above paper if you use this software.



Last update: February 12, 2018