Finite-Time Identification of Linear Systems: Fundamental Limits and Optimal Algorithms

DOI10.1109/TAC.2022.3221705OpenAlexW4313027296MaRDI QIDQ6056039

Alexandre Proutiere, Unnamed Author

Publication date: 29 September 2023

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2022.3221705

zbMATH Keywords

system identificationlinear systemslearning theoryleast-squares estimationfinite-time identificationfixed budget identificationfixed confidence identificationsample complexity lower bounds

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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