Sample Complexity Lower Bounds for Linear System Identification

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1902

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E. Weyer, R. C. Williamson, and I. M. Mareels, “Sample complexity of least squares identification of fir models,” IFAC Proceedings Volumes , vol. 29, no. 1, pp. 4664 – 4669, 1996, 13th World Congress of IFAC, 1996, San Francisco USA, 30 June - 5 July. [Online]. Available: http://www.sciencedirect.com/science/article/pii/S1474667017584189

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V. H. Peña, T. L. Lai, and Q.-M. Shao, Self-normalized processes: Limit theory and Statistical Applications . Springer Science & Business Media, 2008

2008

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S. Arora, E. Hazan, H. Lee, K. Singh, C. Zhang, and Y. Zhang, “Towards provable control for unknown linear dynamical systems,” 2018. [Online]. Available: https://openreview.net/forum?id=BygpQlbA-

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A. Rantzer, “Concentration bounds for single parameter adaptive control,” in 2018 Annual American Control Conference (ACC) . IEEE, 2018, pp. 1862–1866

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M. K. S. Faradonbeh, A. Tewari, and G. Michailidis, “Finite time identification in unstable linear systems,” Automatica , vol. 96, pp. 342–353, 2018

2018

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M. Simchowitz, H. Mania, S. Tu, M. I. Jordan, and B. Recht, “Learning without mixing: Towards a sharp analysis of linear system identification,” in Proceedings of the 31st Conference On Learning Theory , ser. Proceedings of Machine Learning Research, S. Bubeck, V. Perchet, and P. Rigollet, Eds., vol. 75. PMLR, 06–09 Jul 2018, pp. 439–473. [Online]. Available: http://proceedings.mlr.press/v75/simchowitz18a.html