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Finite Sample Identification of Partially Observed Bilinear Dynamical Systems
We consider the problem of learning a realization of a partially observed bilinear dynamical
system (BLDS) from noisy input-output data. Given a single trajectory of input-output …
system (BLDS) from noisy input-output data. Given a single trajectory of input-output …
[PDF][PDF] Non-asymptotic Analysis of Set Membership Estimation for Linear Systems with Disturbances Bounded by Convex Sets (Supplementary Material)
H Xu, Y Li - dynamics - yingying.li
This paper revisits the classical set membership estimation (SME) algorithm for linear control
systems under bounded, stochastic disturbances and provides non-asymptotic guarantees …
systems under bounded, stochastic disturbances and provides non-asymptotic guarantees …