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cs.IT2025
Near-optimal Rank Adaptive Inference of High Dimensional Matrices
Frédéric Zheng, Yassir Jedra, Alexandre Proutiere
We address the problem of estimating a high-dimensional matrix from linear measurements, with a focus on designing optimal rank-adaptive algorithms. These algorithms infer the matr…
eess.SY2025
Minimal Order Recovery through Rank-adaptive Identification
Frédéric Zheng, Yassir Jedra, Alexandre Proutière
This paper addresses the problem of identifying linear systems from noisy input-output trajectories. We introduce Thresholded Ho-Kalman, an algorithm that leverages a rank-adaptive…