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cs.LG2023
Tensor Decompositions Meet Control Theory: Learning General Mixtures of Linear Dynamical Systems
Ainesh Bakshi, Allen Liu, Ankur Moitra +1
Recently Chen and Poor initiated the study of learning mixtures of linear dynamical systems. While linear dynamical systems already have wide-ranging applications in modeling time-…
math.OC2023
A New Approach to Learning Linear Dynamical Systems
Ainesh Bakshi, Allen Liu, Ankur Moitra +1
Linear dynamical systems are the foundational statistical model upon which control theory is built. Both the celebrated Kalman filter and the linear quadratic regulator require kno…