2025/03/17 by Racz, Daniel, Petreczky, Mihaly, Daroczy, Balint
#FOS: Computer and information sciences #FOS: Electrical engineering #Machine Learning (cs.LG) #Systems and Control (eess.SY) #electronic engineering #information engineering
paper · doi:10.48550/arxiv.2503.13766
We derive a finite-sample probabilistic bound on the parameter estimation error of a system identification algorithm for Linear Switched Systems. The algorithm estimates Markov parameters from a single trajectory and applies a variant of the Ho-Kalman algorithm to recover the system matrices. Our bound guarantees statistical consistency under the assumption that the true system exhibits quadratic stability. The proof leverages the theory of weakly dependent processes. To the best of our knowledge, this is the first finite-sample bound for this algorithm in the single-trajectory setting.