Long-Context Linear System Identification
2025
Linear dynamical system
A dynamical model whose state evolution and observation equations are linear in their state and input variables.
A dynamical model whose state evolution and observation equations are linear in their state and input variables.
Its temporal dependence is governed by transition operators, inputs, process noise, and observation noise. When the state is observed directly, a higher-order vector autoregressive process gives an equivalent linear-system formulation for the long-context setting.