4 citations · 5 across the 4 of their papers we have counts for
4 papers
Efficient learning of hidden state LTI state space models of unknown order
Boualem Djehiche, Othmane Mazhar
The aim of this paper is to address two related estimation problems arising in the setup of hidden state linear time invariant (LTI) state space systems when the dimension of the h…
Non asymptotic estimation lower bounds for LTI state space models with Cramér-Rao and van Trees
Boualem Djehiche, Othmane Mazhar
We study the estimation problem for linear time-invariant (LTI) state-space models with Gaussian excitation of an unknown covariance. We provide non asymptotic lower bounds for the…
Bayesian Model Selection for Change Point Detection and Clustering
Othmane Mazhar, Cristian R. Rojas, Carlo Fischione +1
We address the new problem of estimating a piece-wise constant signal with the purpose of detecting its change points and the levels of clusters. Our approach is to model it as a n…
Finite impulse response models: A non-asymptotic analysis of the least squares estimator
Boualem Djehiche, Othmane Mazhar, Cristian R. Rojas
We consider a finite impulse response system with centered independent sub-Gaussian design covariates and noise components that are not necessarily identically distributed. We deri…