Google Research

Spectral Filtering for General Linear Dynamical Systems

  • Elad Hazan
  • Holden Lee
  • Karan Singh
  • Cyril Zhang
  • Yi Zhang
NeurIPS (2018)


We give a polynomial-time algorithm for learning latent-state linear dynamical systems without system identification, and without assumptions on the spectral radius of the system's transition matrix. The algorithm extends the recently introduced technique of spectral filtering, previously applied only to systems with a symmetric transition matrix, using a novel convex relaxation to allow for the efficient identification of phases.

Research Areas

Learn more about how we do research

We maintain a portfolio of research projects, providing individuals and teams the freedom to emphasize specific types of work