Clustering using sum-of-norms regularization: With application to particle filter output computation

We present a novel clustering method, formulated as a convex optimization problem. The method is based on over-parameterization and uses a sum-of-norms (SON) regularization to control the tradeoff between the model fit and the number of clusters. Hence, the number of clusters can be automatically adapted to best describe the data, and need not to be specified a priori. We apply SON clustering to cluster the particles in a particle filter, an application where the number of clusters is often unknown and time varying, making SON clustering an attractive alternative.