Tag: symmetric
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Symmetric Linear Dynamical Systems are Learnable from Few Observations
Symmetric Linear Dynamical Systems are Learnable from Few Observations arXiv:2512.05337v1 Announce Type: new Abstract: We consider the problem of learning the parameters of a $N$-dimensional stochastic linear dynamics under both full and partial observations from a single trajectory of time $T$. We introduce and analyze a new estimator that achieves a small maximum element-wise error…