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eess.SY2025
Boosting-Enabled Robust System Identification of Partially Observed LTI Systems Under Heavy-Tailed Noise
Vinay Kanakeri, Aritra Mitra
We consider the problem of system identification of partially observed linear time-invariant (LTI) systems. Given input-output data, we provide non-asymptotic guarantees for identi…
eess.SY2025
Outlier-Robust Linear System Identification Under Heavy-tailed Noise
Vinay Kanakeri, Aritra Mitra
We consider the problem of estimating the state transition matrix of a linear time-invariant (LTI) system, given access to multiple independent trajectories sampled from the system…