Appendix

In particular, in Appendix E.1 we show the Table 2 provides the notations used throughout the paper. The precise expressions are given throughout the Appendix in stated sections. In this section, we provide the proof of Theorem 1 with precise expressions. Combining (26) and (27) gives the self-normalized estimation error bound state in the theorem.D.2 Frobenius Norm Bound on Finite Sample Estimation Error of (10) Using this result, we have σ It represents the effect of noises in the system on the outputs. E.1 Persistence of Excitation in Warm-up Recall the state-space form of the system, x Using Weyl's inequality, during the warm-up period with probability 1 δ, we have σ Now consider when the underlying system is known.