Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Linear System Identification Under Multiplicative Noise from Multiple
  Trajectory Data   The study of multiplicative noise models has a long history in control theory
but is re-emerging in the context of complex networked systems and systems with
learning-based control. We consider linear system identification with
multiplicative noise from multiple state-input trajectory data. We propose
exploratory input signals along with a least-squares algorithm to
simultaneously estimate nominal system parameters and multiplicative noise
covariance matrices. Identifiability of the covariance structure and asymptotic
consistency of the least-squares estimator are demonstrated by analyzing first
and second moment dynamics of the system. The results are illustrated by
numerical simulations.

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The categories of this paper are: cond-mat
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The categories of this paper are: plasm-ph
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The categories of this paper are: nucl-th
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The categories of this paper are: funct-an
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The categories of this paper are: hep-ex
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The categories of this paper are: hep-ph
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The categories of this paper are: math
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The categories of this paper are: ao-sci
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The categories of this paper are: q-fin
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The categories of this paper are: econ
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The categories of this paper are: cmp-lg
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The categories of this paper are: quant-ph
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The categories of this paper are: math-ph
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The categories of this paper are: solv-int
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The categories of this paper are: acc-phys
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The categories of this paper are: atom-ph