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A Tutorial on the N...
A Tutorial on the Non-Asymptotic Theory of System Identification
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- Ziemann, Ingvar (författare)
- University of Pennsylvania, University of Pennsylvania
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- Tsiamis, Anastasios (författare)
- ETH Zürich, Eth Zürich
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- Lee, Bruce (författare)
- University of Pennsylvania, University of Pennsylvania
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- Jedra, Yassir (författare)
- KTH,Reglerteknik
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- Matni, Nikolai (författare)
- University of Pennsylvania, University of Pennsylvania
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- Pappas, George J. (författare)
- University of Pennsylvania, University of Pennsylvania
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(creator_code:org_t)
- Institute of Electrical and Electronics Engineers (IEEE), 2023
- 2023
- Engelska.
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Ingår i: 2023 62nd IEEE Conference on Decision and Control, CDC 2023. - : Institute of Electrical and Electronics Engineers (IEEE). ; , s. 8921-8939
- Relaterad länk:
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https://urn.kb.se/re...
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https://doi.org/10.1...
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Abstract
Ämnesord
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- This tutorial serves as an introduction to recently developed non-asymptotic methods in the theory of-mainly linear-system identification. We emphasize tools we deem particularly useful for a range of problems in this domain, such as the covering technique, the Hanson-Wright Inequality and the method of self-normalized martingales. We then employ these tools to give streamlined proofs of the performance of various least-squares based estimators for identifying the parameters in autoregressive models. We conclude by sketching out how the ideas presented herein can be extended to certain nonlinear identification problems. Note: For reasons of space, proofs have been omitted in this version and are available in an online version: https://arxiv.org/abs/2309.03873.
Ämnesord
- NATURVETENSKAP -- Biologi -- Bioinformatik och systembiologi (hsv//swe)
- NATURAL SCIENCES -- Biological Sciences -- Bioinformatics and Systems Biology (hsv//eng)
Publikations- och innehållstyp
- ref (ämneskategori)
- kon (ämneskategori)