Spectral Filtering for Complex Linear Dynamical Systems
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.
Fields of Study & Subjects
Advanced Bandit Algorithms Research
Control Systems and Identification
Advanced Adaptive Filtering Techniques
Publication details
- Journal / source
- arXiv (Cornell University)
- Publication date
- 29 January 2026
- Document type
- Preprint