Nonparametric System identification of Stochastic Switched Linear Systems
We address the problem of learning the parameters of a mean square stable switched linear systems(SLS) with unknown latent space dimension, or order, from its noisy input-output data. In particular, we focus on learning a good lower order approximation of the underlying model allowed by finite data....
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Institute of Electrical and Electronics Engineers (IEEE),
2021-02-23T16:54:14Z.
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| Subjects: | |
| Online Access: | Get fulltext |