Switching regression models and fuzzy clustering

A family of objective functions called fuzzy c-regression models, which can be used too fit switching regression models to certain types of mixed data, is presented. Minimization of particular objective functions in the family yields simultaneous estimates for the parameters of c regression models, together with a fuzzy c-partitioning of the data. A general optimization approach for the family of objective functions is given and corresponding theoretical convergence results are discussed. The approach is illustrated by two numerical examples that show how it can be used to fit mixed data to coupled linear and nonlinear models