Year: 2026
Type: preprint
Abstract: We consider the problem of learning linear dynamical systems under adversarial contamination from a single trajectory of length $T$. While identification of linear dynamical systems itself is well-studied, the problem of robust system identification under adversarial contamination is relatively less explored. In this work, we study the setting where a fraction of the $T$ observations are contaminated by adversarial outliers. We propose different estimators based on relaxations of least-trimmed squares along with an alternating minimization algorithm. Furthermore, we also propose two estimators which exploit the group-sparsity (through penalization/hard-constraints) of the outliers. For the estimator with group-sparse penalty, we derive non-asymptotic error bounds which establish its robustness to outliers. We also show empirically that the proposed estimators work well in practice.
Source: arXiv (Cornell University)
Institution: Nanyang Technological University
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
Funder: Nanyang Technological University
OpenAlex ID: W7221155549