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....

Повний опис

Бібліографічні деталі
Автори: Sarkar, Tuhin, Rakhlin, Alexander, Dahleh, Munther A
Інші автори: Massachusetts Institute of Technology. Department of Brain and Cognitive Sciences
Формат: Стаття
Мова:English
Опубліковано: Institute of Electrical and Electronics Engineers (IEEE) 2021
Онлайн доступ:https://hdl.handle.net/1721.1/129977