A Finite-Sample Bound for Identifying Partially Observed Linear Switched Systems From a Single Trajectory
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DOI: 10.1109/lcsys.2025.3580519
Abstract: We derive a finite-sample probabilistic bound on the parameter estimation error of a system identification algorithm for Linear Switched Systems. The algorithm estimates Markov parameters from a single trajectory and applies a variant of the… read more here.
Keywords: single trajectory; linear switched; sample bound; finite sample ... See more keywords