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cs.LG2022★ 7 cited
Single Trajectory Nonparametric Learning of Nonlinear Dynamics
Ingvar Ziemann, Henrik Sandberg, Nikolai Matni
Given a single trajectory of a dynamical system, we analyze the performance of the nonparametric least squares estimator (LSE). More precisely, we give nonasymptotic expected …
cs.LG2022★ 6 cited
Regret Lower Bounds for Learning Linear Quadratic Gaussian Systems
Ingvar Ziemann, Henrik Sandberg
TWe establish regret lower bounds for adaptively controlling an unknown linear Gaussian system with quadratic costs. We combine ideas from experiment design, estimation theory and…