Finite Time LTI System Identification

Finite Time LTI System Identification

We address the problem of learning the parameters of a stable linear time invariant (LTI) system with unknown latent space dimension, or order, from a single time–series of noisy input-output data. We focus on learning the best lower order approximation allowed by finite data. Motivated by subspa...

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Bibliographic Details
Main Authors: Sarkar, Tuhin, Rakhlin, Alexander, Dahleh, Munther A
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Format: Article
Language:English
Published: 2021
Online Access:https://hdl.handle.net/1721.1/138311

Internet

https://hdl.handle.net/1721.1/138311

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