Exploring the Links between the Fundamental Lemma and Kernel Regression
Fuente:
arXiv
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| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2024
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| _version_ | 1866910602288431104 |
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| author | Molodchyk, Oleksii Faulwasser, Timm |
| author_facet | Molodchyk, Oleksii Faulwasser, Timm |
| contents | Generalizations and variations of the fundamental lemma by Willems et al. are an active topic of recent research. In this note, we explore and formalize the links between kernel regression and some known nonlinear extensions of the fundamental lemma. Applying a transformation to the usual linear equation in Hankel matrices, we arrive at an alternative implicit kernel representation of the system trajectories while keeping the requirements on persistency of excitation. We show that this representation is equivalent to the solution of a specific kernel regression problem. We explore the possible structures of the underlying kernel as well as the system classes to which they correspond. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2403_05368 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Exploring the Links between the Fundamental Lemma and Kernel Regression Molodchyk, Oleksii Faulwasser, Timm Systems and Control Machine Learning Optimization and Control 93B30 (Primary) 93C10, 46E22 (Secondary) Generalizations and variations of the fundamental lemma by Willems et al. are an active topic of recent research. In this note, we explore and formalize the links between kernel regression and some known nonlinear extensions of the fundamental lemma. Applying a transformation to the usual linear equation in Hankel matrices, we arrive at an alternative implicit kernel representation of the system trajectories while keeping the requirements on persistency of excitation. We show that this representation is equivalent to the solution of a specific kernel regression problem. We explore the possible structures of the underlying kernel as well as the system classes to which they correspond. |
| title | Exploring the Links between the Fundamental Lemma and Kernel Regression |
| topic | Systems and Control Machine Learning Optimization and Control 93B30 (Primary) 93C10, 46E22 (Secondary) |
| url | https://arxiv.org/abs/2403.05368 |