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 subspace...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
2021-12-03T16:19:43Z.
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| Subjects: | |
| Online Access: | Get fulltext |