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03/18/2022
Finite-sample analysis of identification of switched linear systems with arbitrary or restricted switching
This work aims to derive a data-independent finite-sample error bound fo...
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02/03/2022
Efficient learning of hidden state LTI state space models of unknown order
The aim of this paper is to address two related estimation problems aris...
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09/17/2021
Non asymptotic estimation lower bounds for LTI state space models with Cramér-Rao and van Trees
We study the estimation problem for linear time-invariant (LTI) state-sp...
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12/03/2019
Bayesian Model Selection for Change Point Detection and Clustering
We address the new problem of estimating a piece-wise constant signal wi...
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11/28/2019
