Proposes an MDL-based criterion for selecting the latent dimension of linear dynamical systems that accounts for latent structure omitted in prior work.
Learning stable linear dynamical systems with the weighted least squ are method,
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Inferring Latent dimension of Linear Dynamical System with Minimum Description Length
Proposes an MDL-based criterion for selecting the latent dimension of linear dynamical systems that accounts for latent structure omitted in prior work.