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Feb, 2018
一般线性动力学系统的频谱过滤
Spectral Filtering for General Linear Dynamical Systems
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Elad Hazan, Holden Lee, Karan Singh, Cyril Zhang, Yi Zhang
TL;DR
本研究介绍了一种用于学习具有隐状态的线性动态系统的多项式时间算法，该算法无需对系统的转移矩阵的谱半径作出假设并且采用新颖的凸松弛技术扩展了之前仅适用于具有对称转移矩阵的谱过滤技术，以实现相位的高效识别。
Abstract
We give a polynomial-time algorithm for learning
latent-state linear dynamical systems
without
system identification
, and without assumptions on the spectral radius of the system's
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