Joint learning of linear dynamical systems under smoothness constraints

DOI10.1093/IMAIAI/IAAF026MaRDI QIDQ6908999zbMATH OpenFDO

Authors Hemant Tyagi

Publication date 30 October 2025

Published in Information and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/IMAIAI/IAAF026

zbMATH Keywords

federated learningLaplacian smoothinglinear dynamical systemssystem identificationTikhonov regularization

Mathematics Subject Classification ID

System identification (93B30) Linear systems in control theory (93C05)

Cites work

• A Bound on Tail Probabilities for Quadratic Forms in Independent Random Variables
• Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters
• Extended least squares and their applications to adaptive control and prediction in linear systems
• Finite sample properties of system identification methods
• Finite time identification in unstable linear systems
• Hanson-Wright inequality and sub-Gaussian concentration
• High-dimensional probability. An introduction with applications in data science
• Joint learning of linear time-invariant dynamical systems
• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
• Network Granger causality with inherent grouping structure
• Spectra of graphs

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