PAC-Bayesian bounds for learning LTI-ss systems with input from empirical loss

Deividas Eringis, John Leth, Zheng-Hua Tan +2

In this paper we derive a Probably Approxilmately Correct(PAC)-Bayesian error bound for linear time-invariant (LTI) stochastic dynamical systems with inputs. Such bounds are widesp…