Non-asymptotic Identification of LTI Systems from a Single Trajectory.

作者: Samet Oymak , Necmiye Ozay

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摘要: … In our experimental setup, we pick a hyperparameter configuration of T,σw,σz and generate a single rollout of the system until some time t∞. For each T ≤ N ≤ t∞, we solve the system …

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