Beyond the fundamental lemma: from finite time series to linear system
Optimization and Control
2024-05-30 v1 Systems and Control
Systems and Control
Abstract
We state necessary and sufficient conditions to uniquely identify (modulo state isomorphism) a linear time-invariant minimal input-state-output system from finite input-output data and upper- and lower bounds on lag and state space dimension.
Keywords
Cite
@article{arxiv.2405.18962,
title = {Beyond the fundamental lemma: from finite time series to linear system},
author = {Kanat Camlibel and Paolo Rapisarda},
journal= {arXiv preprint arXiv:2405.18962},
year = {2024}
}