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eess.SY2019
Learning Sparse Dynamical Systems from a Single Sample Trajectory
Salar Fattahi, Nikolai Matni, Somayeh Sojoudi
This paper addresses the problem of identifying sparse linear time-invariant (LTI) systems from a single sample trajectory generated by the system dynamics. We introduce a Lasso-li…
eess.SY2018★ 9 cited
Sample Complexity of Sparse System Identification Problem
Salar Fattahi, Somayeh Sojoudi
In this paper, we study the system identification problem for sparse linear time-invariant systems. We propose a sparsity promoting block-regularized estimator to identify the dyna…