FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2914473478> ?p ?o ?g. }

• W2914473478 abstract "We address the problem of learning the parameters of a stable linear time invariant (LTI) system with unknown latent space dimension, or textit{order}, from its noisy input-output data. In particular, we focus on learning the parameters of the best lower order approximation allowed by the finite data. This is achieved by constructing a Hankel-like representation of the underlying system using ordinary least squares. Such a representation circumvents the non-convexities that typically arise in system identification, and it allows accurate estimation of the underlying LTI system. Our results rely on a careful analysis of a self-normalized martingale difference term that helps bound identification error up to logarithmic factors of the lower bound. We provide a data-dependent scheme for order selection and find a realization of system parameters, corresponding to that order, by an approach that is closely related to the celebrated Kalman-Ho subspace algorithm. We show that this realization is a good approximation of the underlying LTI system with high probability. Finally, we demonstrate that the proposed model order selection procedure is minimax optimal, i.e., for the given data length it is not always possible to estimate higher order models or find higher order approximations with reasonable accuracy." @default.
• W2914473478 created "2019-02-21" @default.
• W2914473478 creator A5014201145 @default.
• W2914473478 creator A5026064656 @default.
• W2914473478 creator A5076656836 @default.
• W2914473478 date "2019-02-05" @default.
• W2914473478 modified "2023-09-25" @default.
• W2914473478 title "Finite-Time System Identification for Partially Observed LTI Systems of Unknown Order." @default.
• W2914473478 cites W1535144613 @default.
• W2914473478 cites W1965324089 @default.
• W2914473478 cites W1984714339 @default.
• W2914473478 cites W2046164006 @default.
• W2914473478 cites W2049633694 @default.
• W2914473478 cites W2056145308 @default.
• W2914473478 cites W2093328751 @default.
• W2914473478 cites W2125598711 @default.
• W2914473478 cites W2131680714 @default.
• W2914473478 cites W2137897092 @default.
• W2914473478 cites W2158331151 @default.
• W2914473478 cites W2466070154 @default.
• W2914473478 cites W2521454744 @default.
• W2914473478 cites W2585305991 @default.
• W2914473478 cites W2739268706 @default.
• W2914473478 cites W2787080146 @default.
• W2914473478 cites W2788101720 @default.
• W2914473478 cites W2788862106 @default.
• W2914473478 cites W2808559188 @default.
• W2914473478 cites W2888964294 @default.
• W2914473478 cites W2893737267 @default.
• W2914473478 cites W2949626452 @default.
• W2914473478 cites W2965497096 @default.
• W2914473478 cites W578177376 @default.
• W2914473478 hasPublicationYear "2019" @default.
• W2914473478 type Work @default.
• W2914473478 sameAs 2914473478 @default.
• W2914473478 citedByCount "45" @default.
• W2914473478 countsByYear W29144734782019 @default.
• W2914473478 countsByYear W29144734782020 @default.
• W2914473478 countsByYear W29144734782021 @default.
• W2914473478 countsByYear W29144734782022 @default.
• W2914473478 crossrefType "posted-content" @default.
• W2914473478 hasAuthorship W2914473478A5014201145 @default.
• W2914473478 hasAuthorship W2914473478A5026064656 @default.
• W2914473478 hasAuthorship W2914473478A5076656836 @default.
• W2914473478 hasConcept C105795698 @default.
• W2914473478 hasConcept C11413529 @default.
• W2914473478 hasConcept C119247159 @default.
• W2914473478 hasConcept C126255220 @default.
• W2914473478 hasConcept C134306372 @default.
• W2914473478 hasConcept C149728462 @default.
• W2914473478 hasConcept C154945302 @default.
• W2914473478 hasConcept C17744445 @default.
• W2914473478 hasConcept C199539241 @default.
• W2914473478 hasConcept C2775924081 @default.
• W2914473478 hasConcept C2776359362 @default.
• W2914473478 hasConcept C2781089630 @default.
• W2914473478 hasConcept C28826006 @default.
• W2914473478 hasConcept C32834561 @default.
• W2914473478 hasConcept C33923547 @default.
• W2914473478 hasConcept C41008148 @default.
• W2914473478 hasConcept C47446073 @default.
• W2914473478 hasConcept C67186912 @default.
• W2914473478 hasConcept C6802819 @default.
• W2914473478 hasConcept C77088390 @default.
• W2914473478 hasConcept C87698059 @default.
• W2914473478 hasConcept C94625758 @default.
• W2914473478 hasConceptScore W2914473478C105795698 @default.
• W2914473478 hasConceptScore W2914473478C11413529 @default.
• W2914473478 hasConceptScore W2914473478C119247159 @default.
• W2914473478 hasConceptScore W2914473478C126255220 @default.
• W2914473478 hasConceptScore W2914473478C134306372 @default.
• W2914473478 hasConceptScore W2914473478C149728462 @default.
• W2914473478 hasConceptScore W2914473478C154945302 @default.
• W2914473478 hasConceptScore W2914473478C17744445 @default.
• W2914473478 hasConceptScore W2914473478C199539241 @default.
• W2914473478 hasConceptScore W2914473478C2775924081 @default.
• W2914473478 hasConceptScore W2914473478C2776359362 @default.
• W2914473478 hasConceptScore W2914473478C2781089630 @default.
• W2914473478 hasConceptScore W2914473478C28826006 @default.
• W2914473478 hasConceptScore W2914473478C32834561 @default.
• W2914473478 hasConceptScore W2914473478C33923547 @default.
• W2914473478 hasConceptScore W2914473478C41008148 @default.
• W2914473478 hasConceptScore W2914473478C47446073 @default.
• W2914473478 hasConceptScore W2914473478C67186912 @default.
• W2914473478 hasConceptScore W2914473478C6802819 @default.
• W2914473478 hasConceptScore W2914473478C77088390 @default.
• W2914473478 hasConceptScore W2914473478C87698059 @default.
• W2914473478 hasConceptScore W2914473478C94625758 @default.
• W2914473478 hasLocation W29144734781 @default.
• W2914473478 hasOpenAccess W2914473478 @default.
• W2914473478 hasPrimaryLocation W29144734781 @default.
• W2914473478 hasRelatedWork W1535144613 @default.
• W2914473478 hasRelatedWork W1965324089 @default.
• W2914473478 hasRelatedWork W2098432798 @default.
• W2914473478 hasRelatedWork W2119738618 @default.
• W2914473478 hasRelatedWork W2739268706 @default.
• W2914473478 hasRelatedWork W2762498633 @default.
• W2914473478 hasRelatedWork W2903088609 @default.
• W2914473478 hasRelatedWork W2913465992 @default.
• W2914473478 hasRelatedWork W2914137286 @default.

• next