Near optimal finite time identification of arbitrary linear dynamical systems
© 2019 International Machine Learning Society (IMLS). Wc derive finite time error bounds for estimating general linear time-invariant (LTI) systems from a single observed trajectory using the method of least squares. We provide the first analysis of the general case when eigenvalues of the LTI syste...
Main Authors: | , |
---|---|
Format: | Article |
Language: | English |
Published: |
2021-12-03T15:01:40Z.
|
Subjects: | |
Online Access: | Get fulltext |