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 $\widetilde{\mathcal O}(1/ε)$ where $ε$ is the estimation error. Simulation supports the theory and illustrates the advantage of the proposed estimator for uncertainty quantification.

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