Name
Abstract | ||
|---|---|---|
Identification of the parameters of stable linear dynamical systems is a well-studied problem in the literature, both in the low and high-dimensionalsettings. However, there are hardly any results for the unstable case, especially regarding finite time bounds. For this setting, classical results on least-squares estimation of the dynamics parameters are not applicable and therefore new concepts and technical approaches need to be developed to address the issue. Unstable linear systems arise in key real applications in control theory, econometrics, and finance. |
Year | DOI | Venue |
|---|---|---|
2018 | 10.1016/j.automatica.2018.07.008 | Automatica |
Keywords | DocType | Volume |
Linear dynamics,Finite time stabilization,Stochastic control,Adaptive control,Autoregressive process,Non-asymptotic estimation | Journal | 96 |
Issue | ISSN | Citations |
1 | 0005-1098 | 10 |
PageRank | References | Authors |
0.86 | 9 | 3 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Mohamad Kazem Shirani Faradonbeh | 1 | 24 | 5.96 |
| Ambuj Tewari | 2 | 1371 | 99.22 |
| George Michailidis | 3 | 37 | 7.33 |