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New methods for learning linear dynamical systems under convex constraints and networks

Researchers have developed new methods for identifying linear dynamical systems, particularly when prior structural information about the system matrix is available. One paper focuses on convex constraints, deriving error bounds that improve estimation accuracy for smaller sample sizes compared to unconstrained methods. The second paper addresses the joint learning of multiple linear dynamical systems, proposing a total variation penalized estimator that can achieve accurate estimation even with constant trajectory lengths as the number of systems increases, especially when systems vary smoothly or have few jumps across a connected graph. AI

IMPACT These papers introduce advanced statistical techniques that could improve the modeling and prediction capabilities in various AI applications relying on time-series data and system identification.

RANK_REASON Two academic papers published on arXiv detailing new statistical methods for learning linear dynamical systems.

Read on arXiv stat.ML →

AI-generated summary · Google Gemini · from 2 sources. How we write summaries →

New methods for learning linear dynamical systems under convex constraints and networks

COVERAGE [2]

  1. arXiv stat.ML TIER_1 English(EN) · Hemant Tyagi, Denis Efimov ·

    Learning linear dynamical systems under convex constraints

    arXiv:2303.15121v5 Announce Type: replace-cross Abstract: We consider the problem of finite-time identification of linear dynamical systems from $T$ samples of a single trajectory. Recent results have predominantly focused on the setup where either no structural assumption is mad…

  2. arXiv stat.ML TIER_1 English(EN) · Claire Donnat, Olga Klopp, Hemant Tyagi ·

    Joint learning of a network of linear dynamical systems via total variation penalization

    arXiv:2511.18737v3 Announce Type: replace-cross Abstract: We consider the problem of joint estimation of the parameters of $m$ linear dynamical systems, given access to single realizations of their respective trajectories, each of length $T$. The linear systems are assumed to res…