Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Consistency and Rate of Convergence of Switched Least Squares System
  Identification for Autonomous Switched Linear Systems   In this paper, we investigate the problem of system identification for
autonomous switched linear systems with complete state observations. We propose
switched least squares method for the identification for switched linear
systems, show that this method is strongly consistent, and derive
data-dependent and data-independent rates of convergence. In particular, our
data-dependent rate of convergence shows that, almost surely, the system
identification error is $\mathcal{O}\big(\sqrt{\log(T)/T} \big)$ where $T$ is
the time horizon. These results show that our method for switched linear
systems has the same rate of convergence as least squares method for
non-switched linear systems. We compare our results with those in the
literature. We present numerical examples to illustrate the performance of the
proposed system identification method.

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The categories of this paper are: atom-ph
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The categories of this paper are: nucl-ex
7
The categories of this paper are: hep-th
3
The categories of this paper are: physics
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The categories of this paper are: eess
0
The categories of this paper are: hep-ph
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The categories of this paper are: hep-lat
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The categories of this paper are: solv-int
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The categories of this paper are: gr-qc
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The categories of this paper are: cmp-lg
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The categories of this paper are: dg-ga
10
The categories of this paper are: q-bio
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The categories of this paper are: mtrl-th
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The categories of this paper are: q-fin
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The categories of this paper are: ao-sci
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The categories of this paper are: comp-gas