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: | Sarkar, Tuhin (Author), Rakhlin, Alexander (Author), Dahleh, Munther A (Author) |
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Other Authors: | Massachusetts Institute of Technology. Department of Brain and Cognitive Sciences (Contributor) |
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 |
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