Near optimal finite time identification of arbitrary linear dynamical systems

Authors: Tuhin Sarkar, Alexander Rakhlin

ICML 2019 | Conference PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Theoretical We derive finite time error bounds for estimating general linear time-invariant (LTI) systems from a single observed trajectory using the method of least squares. We provide the first analysis of the general case when eigenvalues of the LTI system are arbitrarily distributed in three regimes: stable, marginally stable, and explosive. Our analysis yields sharp upper bounds for each of these cases separately.
Researcher Affiliation Academia 1Department of Electrical Engineering and Computer Sciences, MIT 2Department of Brain and Cognitive Sciences, MIT. Correspondence to: Tuhin Sarkar <tsarkar@mit.edu>.
Pseudocode No The paper does not contain any structured pseudocode or algorithm blocks.
Open Source Code No The paper does not provide any concrete access to source code for the methodology described, nor does it state that code is released or available.
Open Datasets No The paper presents theoretical analysis and does not involve empirical studies with specific datasets for training or evaluation. Thus, there is no information regarding public or open datasets.
Dataset Splits No The paper focuses on theoretical derivations and does not describe empirical experiments, therefore no dataset split information (training, validation, test) is provided.
Hardware Specification No The paper is theoretical and focuses on mathematical derivations and proofs. It does not describe any empirical experiments, and therefore no specific hardware specifications are mentioned.
Software Dependencies No The paper is a theoretical work and does not describe empirical experiments requiring specific software dependencies with version numbers.
Experiment Setup No The paper is theoretical and does not describe any empirical experiments, therefore no specific experimental setup details, hyperparameters, or training configurations are provided.