2022
An Algorithm for Learning Switched Linear Dynamics from Data
Guillaume O Berger, Monal Narasimhamurthy, Kandai Watanabe, Morteza Lahijanian, Sriram Sankaranarayanan
NeurIPS 2022accept
We present an algorithm for learning switched linear dynamical systems in discrete time from noisy observations of the system's full state or output. Switched linear systems use multiple linear dynamical modes to fit the data within some desired tolerance. They arise quite naturally in applications…