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...
| Main Authors: | , , |
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| 其他作者: | |
| 格式: | 文件 |
| 语言: | English |
| 出版: |
2021
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| 在线阅读: | https://hdl.handle.net/1721.1/138311 |