Le Gong

Identification and Recovery of Linear Dynamics from Partial Trajectories

We study the joint recovery of an unknown system matrix $A\in\mathbb R^{n\times n}$ and a rank-$r$ initial-state matrix $X_0\in\mathbb R^{n\times m}$ from partial observations of the state matrices $A^tX_0$, for $t=0,\ldots,T$. Each trajectory is observed at a fixed set of state coordinates, which may differ across tra...