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%24. We assume that the system matrices are marginally stable%2C and satisfy a smoothness constraint w.r.t %24G%24 -- akin to the quadratic variation of a signal on a graph. Given access to the states of the nodes over %24T%24 time points%2C we then propose two estimators for joint estimation of the system matrices%2C along with non-asymptotic error bounds on the mean-squared error (MSE). In particular%2C we show conditions under which the MSE converges to zero as %24m%24 increases%2C typically polynomially fast w.r.t %24m%24. The results hold under mild (i.e.%2C %24T sim log m%24)%2C or sometimes%2C even no assumption on %24T%24 (i.e. %24T geq 2%24).?quality=80&w=800)
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