{"paper":{"title":"Data Driven Estimation of Stochastic Switched Linear Systems of Unknown Order","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["cs.SY"],"primary_cat":"eess.SY","authors_text":"Alexander Rakhlin, Munther A. Dahleh, Tuhin Sarkar","submitted_at":"2019-09-10T16:48:16Z","abstract_excerpt":"We address the problem of learning the parameters of a mean square stable switched linear systems (SLS) with unknown latent space dimension, or \\textit{order}, from its noisy input--output data. In particular, we focus on learning a good lower order approximation of the underlying model allowed by finite data. Motivated by subspace-based algorithms in system theory, we construct a Hankel-like matrix from finite noisy data using ordinary least squares. Such a formulation circumvents the non-convexities that arise in system identification, and allows for accurate estimation of the underlying SLS"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1909.04617","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/1909.04617/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}