Finite Sample Identification of Partially Observed Bilinear Dynamical Systems

Y Sattar, Y Jedra, M Fazel, S Dean - arxiv preprint arxiv:2501.07652, 2025 - arxiv.org
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 …

[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 …