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Found 6 papers, 1 papers with code
Online Change Points Detection for Linear Dynamical Systems with Finite Sample Guarantees
We develop a data-dependent threshold that can be used in our test that allows one to achieve a pre-specified upper bound on the probability of making a false alarm.
Learning Linearized Models from Nonlinear Systems with Finite Data
Identifying a linear system model from data has wide applications in control theory.
Learning Dynamical Systems by Leveraging Data from Similar Systems
We consider the problem of learning the dynamics of a linear system when one has access to data generated by an auxiliary system that shares similar (but not identical) dynamics, in addition to data from the true system.
Finite Sample Guarantees for Distributed Online Parameter Estimation with Communication Costs
We provide non-asymptotic bounds on the estimation error, leveraging the statistical properties of the underlying model.
Identifying the Dynamics of a System by Leveraging Data from Similar Systems
We study the problem of identifying the dynamics of a linear system when one has access to samples generated by a similar (but not identical) system, in addition to data from the true system.
Learning the Dynamics of Autonomous Linear Systems From Multiple Trajectories
Existing results on learning rate and consistency of autonomous linear system identification rely on observations of steady state behaviors from a single long trajectory, and are not applicable to unstable systems.
