Achieving $\widetilde{O}(1/\epsilon)$ Sample Complexity for Bilinear Systems Identification under Bounded Noises
This paper studies finite-sample set-membership identification for discrete-time bilinear systems under bounded symmetric log-concave disturbances. Our analysis considers trajectory-dependent regressors and allows marginally stable dynamics with polynomial mean-square state growth. We prove that the diameter of the feasible parameter set shrinks with sample complexity $\widetilde{\mathcal O}(1/\epsilon)$ where $\epsilon$ is the estimation error. Simulation supports the theory and illustrates the advantage of the proposed estimator for uncertainty quantification.