System Identification for Linear Dynamical Systems

In this project, we would like to perform system identification for linear dynamical systems of the form

$$ x_{t+1} = Ax_t + Bu_t $$

Instructions

We use python3.6.9 and you can install dependencies by running

pip install -r requirements.txt

To run the code, please run

chmod +x run_lds_exps.sh
./run_lds_exps.sh

The plots can be generated by running

python src/plot_lds_exp.py