Kavli Affiliate: Jia Liu | First 5 Authors: Yuyang Zhang, Xinhe Zhang, Jia Liu, Na Li, | Summary: In this paper, we focus on learning linear dynamical systems under noisy observations. In this setting, existing algorithms either yield biased parameter estimates, or suffer from large sample complexities. To address these issues, we adapt the instrumental […]
Continue.. Sample Efficient Algorithms for Linear System Identification under Noisy Observations