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research article

Topological Linear System Identification via Moderate Deviations Theory

Jongeneel, Wouter  
•
Sutter, Tobias  
•
Kuhn, Daniel  
2022
IEEE Control Systems Letters

Two dynamical systems are topologically equivalent when their phase-portraits can be morphed into each other by a homeomorphic coordinate transformation on the state space. The induced equivalence classes capture qualitative properties such as stability or the oscillatory nature of the state trajectories, for example. In this paper we develop a method to learn the topological class of an unknown stable system from a single trajectory of finitely many state observations. Using a moderate deviations principle for the least squares estimator of the unknown system matrix θ, we prove that the probability of misclassification decays exponentially with the number of observations at a rate that is proportional to the square of the smallest singular value of θ.

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Type
research article
DOI
10.1109/LCSYS.2021.3072814
ArXiv ID

arXiv:2103.03805v1

Author(s)
Jongeneel, Wouter  
Sutter, Tobias  
Kuhn, Daniel  
Date Issued

2022

Published in
IEEE Control Systems Letters
Volume

6

Start page

307

End page

312

Subjects

Linear dynamical systems

•

System identification

•

Moderate deviations theory

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
RAO  
Available on Infoscience
April 7, 2021
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/177037
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