arxivcs.LGeess.SY2026-07-02
A Memory Efficient Unified Algorithm for Online Learning of Linear Dynamical Systems
Yuval Ran-Milo, Angelos Assos, Elad Hazan
Motivated by the challenge of stabilizing a general unknown linear dynamical system (LDS) from observations, we study the natural prerequisite of online prediction. Our goal is to achieve sublinear regret with a memory footprint that adapts to the intrinsic complexity of the dyna…