Non-Asymptotic State-Space Identification of Closed-Loop Stochastic Linear Systems using Instrumental Variables.
Szabolcs SzentpéteriBalázs Csanád CsájiPublished in: CoRR (2023)
Keyphrases
- closed loop
- linear systems
- dynamical systems
- state space
- parameter identification
- pid controller
- open loop
- control law
- state variables
- control system
- control scheme
- feedback control
- sufficient conditions
- linear quadratic
- control theory
- asymptotic stability
- reinforcement learning
- differential equations
- sparse linear systems
- dynamic programming
- coefficient matrix
- basis functions
- particle filter
- monte carlo
- data fusion
- guaranteed cost