Finite-time Sample Complexity Analysis of Least Square Identifying Stochastic Switched Linear System

Keyphrases

• Least Squares 100%
• Switched Linear Systems 100%
• Switching Signal 100%
• Sample Complexity Analysis 100%
• High Probability 50%
• Least Square Method 50%
• Markov Process 50%
• Convergence Rate 50%
• System Identification 50%
• Control Input 50%
• Signal Distribution 50%
• State Dimension 50%
• Process Noise 50%
• Identification Error 50%
• Gramian 50%
• Concentration Inequalities 50%
• Martingale Type 50%
• Trajectory Length 50%

Mathematics

• Stochastics 100%
• Least Square 100%
• Linear System 100%
• Finite Time 100%
• Probability Theory 33%
• Convergence Rate 33%
• Markov Process 33%
• Square Method 33%

Physics

• Linear Systems 100%
• System Identification 50%
• Markov Process 50%
• Least Squares Method 50%