Finite-time Identification of Stable Linear Systems Optimality of the Least-Squares Estimator

Yassir Jedra, Alexandre Proutière. Finite-time Identification of Stable Linear Systems Optimality of the Least-Squares Estimator. In 59th IEEE Conference on Decision and Control, CDC 2020, Jeju Island, South Korea, December 14-18, 2020. pages 996-1001, IEEE, 2020. [doi]

@inproceedings{JedraP20-0,
  title = {Finite-time Identification of Stable Linear Systems Optimality of the Least-Squares Estimator},
  author = {Yassir Jedra and Alexandre Proutière},
  year = {2020},
  doi = {10.1109/CDC42340.2020.9304362},
  url = {https://doi.org/10.1109/CDC42340.2020.9304362},
  researchr = {https://researchr.org/publication/JedraP20-0},
  cites = {0},
  citedby = {0},
  pages = {996-1001},
  booktitle = {59th IEEE Conference on Decision and Control, CDC 2020, Jeju Island, South Korea, December 14-18, 2020},
  publisher = {IEEE},
  isbn = {978-1-7281-7447-1},
}