Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Finite-time Identification of Stable Linear Systems: Optimality of the
  Least-Squares Estimator   We present a new finite-time analysis of the estimation error of the Ordinary
Least Squares (OLS) estimator for stable linear time-invariant systems. We
characterize the number of observed samples (the length of the observed
trajectory) sufficient for the OLS estimator to be $(\varepsilon,\delta)$-PAC,
i.e., to yield an estimation error less than $\varepsilon$ with probability at
least $1-\delta$. We show that this number matches existing sample complexity
lower bounds [1,2] up to universal multiplicative factors (independent of
($\varepsilon,\delta)$ and of the system). This paper hence establishes the
optimality of the OLS estimator for stable systems, a result conjectured in
[1]. Our analysis of the performance of the OLS estimator is simpler, sharper,
and easier to interpret than existing analyses. It relies on new concentration
results for the covariates matrix.

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The categories of this paper are: cond-mat
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The categories of this paper are: comp-gas
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The categories of this paper are: gr-qc
36
The categories of this paper are: cmp-lg
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The categories of this paper are: q-fin
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The categories of this paper are: dg-ga
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The categories of this paper are: hep-lat
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The categories of this paper are: alg-geom
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The categories of this paper are: astro-ph
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The categories of this paper are: funct-an
25
The categories of this paper are: patt-sol
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The categories of this paper are: hep-th
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The categories of this paper are: chem-ph
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The categories of this paper are: hep-ph
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The categories of this paper are: q-bio
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The categories of this paper are: quant-ph