相关论文: Finite Sample Analysis for a Class of Subspace Ide…

Subspace identification methods (SIMs) are known for their simple parameterization for MIMO systems and robust numerical properties. However, a comprehensive statistical analysis of SIMs remains an open problem. Following a three-step…

The subspace identification method (SIM) has been extensively employed in the identification of discrete-time multiple-input multiple-output (MIMO) linear time-invariant (LTI) systems. This paper focuses on the analysis of perturbation…

The subspace identification method (SIM) has become a widely adopted approach for the identification of discrete-time linear time-invariant (LTI) systems. In this paper, we derive finite sample high-probability error bounds for the system…

Subspace identification methods (SIMs) have proven to be very useful and numerically robust for building state-space models. While most SIMs are consistent, few if any can achieve the efficiency of the maximum likelihood estimate (MLE).…

In this paper, we analyze the finite sample complexity of stochastic system identification using modern tools from machine learning and statistics. An unknown discrete-time linear system evolves over time under Gaussian noise without…

Hidden Markov models (HMMs) are probabilistic functions of finite Markov chains, or, put in other words, state space models with finite state space. In this paper, we examine subspace estimation methods for HMMs whose output lies a finite…

Using straightforward linear algebra we derive response operators describing the impact of small perturbations to finite state Markov processes. The results can be used for studying empirically constructed - e.g. from observations or…

State space models have long played an important role in signal processing. The Gaussian case can be treated algorithmically using the famous Kalman filter. Similarly since the 1970s there has been extensive application of Hidden Markov…

We study the so-called two-time-scale stochastic approximation, a simulation-based approach for finding the roots of two coupled nonlinear operators. Our focus is to characterize its finite-time performance in a Markov setting, which often…

This letter presents a comprehensive framework analyzing the asymptotic error performance of a multiple-input-multiple-output (MIMO) wireless system employing spatial modulation (SM) with maximum likelihood detection and perfect channel…

In this paper, we prove that finite state space non parametric hidden Markov models are identifiable as soon as the transition matrix of the latent Markov chain has full rank and the emission probability distributions are linearly…

We consider a multiple-input multiple-output (MIMO) multiple access channel (MAC), where the channel between each transmitter and the receiver is modeled by the doubly-scattering channel model. Based on novel techniques from random matrix…

Subspace identification methods (SIMs) have proven very powerful for estimating linear state-space models. To overcome the deficiencies of classical SIMs, a significant number of algorithms has appeared over the last two decades, where most…

Single Index Models (SIMs) are simple yet flexible semi-parametric models for classification and regression. Response variables are modeled as a nonlinear, monotonic function of a linear combination of features. Estimation in this context…

Single Index Models (SIMs) are simple yet flexible semi-parametric models for machine learning, where the response variable is modeled as a monotonic function of a linear combination of features. Estimation in this context requires learning…

Most detection algorithms in spatial modulation (SM) are formulated as linear regression via the regularized least-squares (RLS) method. In this method, the transmit signal is estimated by minimizing the residual sum of squares penalized…

SARSA is an on-policy algorithm to learn a Markov decision process policy in reinforcement learning. We investigate the SARSA algorithm with linear function approximation under the non-i.i.d.\ data, where a single sample trajectory is…

Network estimation from multi-variate point process or time series data is a problem of fundamental importance. Prior work has focused on parametric approaches that require a known parametric model, which makes estimation procedures less…

Finite-state models, such as finite-state machines (FSMs), aid software engineering in many ways. They are often used in formal verification and also can serve as visual software models. The latter application is associated with the…

Implicit models are a general class of learning models that forgo the hierarchical layer structure typical in neural networks and instead define the internal states based on an ``equilibrium'' equation, offering competitive performance and…