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: | , |
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| Format: | Article |
| Language: | English |
| Published: |
2021
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| Online Access: | https://hdl.handle.net/1721.1/138305 |