Finite-Time Identification of Linear Systems: Fundamental Limits and Optimal Algorithms

DOI10.1109/TAC.2022.3221705MaRDI QIDQ6056039zbMATH OpenOpenAlexFDO

Authors Alexandre Proutiere

Publication date 29 September 2023

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2022.3221705

zbMATH Keywords

finite-time identificationfixed budget identificationfixed confidence identificationlearning theoryleast-squares estimationlinear systemssample complexity lower boundssystem identification

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Cited in

(5)

• A near-optimal Algorithm forH₈identification of fixed order rational models
• The Caratheodory-Fejer problem and H/sub ∞//l/sub 1/ identification: a time domain approach
• An H<tex>$_infty$</tex>Optimization and Its Fast Algorithm for Time-Variant System Identification
• Distributed identification based partially-coupled recursive generalized extended least squares algorithm for multivariate input-output-error systems with colored noises from observation data
• Finite sample analysis of system poles for Ho-Kalman algorithm

This page was built for publication: Finite-Time Identification of Linear Systems: Fundamental Limits and Optimal Algorithms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6056039)