Finite-time Sample Complexity Analysis of Least Square Identifying Stochastic Switched Linear System.
Negin MusaviGeir E. DullerudPublished in: SICE (2023)
Keyphrases
- complexity analysis
- least squares
- theoretical analysis
- linear model
- discrete random variables
- first order logic
- simple linear
- error minimization
- stochastic optimization
- lower bound
- monte carlo
- sample points
- piecewise linear
- linearly separable
- stochastic programming
- sample set
- linear constraints
- linear systems
- closed form solutions
- artificial intelligence
- linear regression
- closed form
- sample size
- hidden markov models
- objective function