Spectral Filtering for Complex Linear Dynamical Systems

Elad Hazan; Annie Marsden

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arXiv · 2601.22400

Spectral Filtering for Complex Linear Dynamical Systems

Elad Hazan·Annie Marsden

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Abstract

We study the problem of learning complex-valued linear dynamical systems (CLDS) with sector-bounded spectrum. This class captures oscillatory and long-memory dynamics arising in signal processing, structured state space models, and quantum systems. We introduce a spectral filtering method based on the Slepian basis and show that learnability is governed by an effective dimension independent of the ambient state dimension. As a consequence, we obtain dimension-free regret bounds for sequence prediction in CLDS with spectrum contained in a sector of the unit disk.

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BibTeX RIS

Elad Hazan, Annie Marsden. 2026-01-29. Spectral Filtering for Complex Linear Dynamical Systems. https://arxiv.org/abs/2601.22400

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