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Main Authors: Scandella, Matteo, Bin, Michelangelo, Parisini, Thomas
Format: Preprint
Published: 2024
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Online Access:https://arxiv.org/abs/2409.10212
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author Scandella, Matteo
Bin, Michelangelo
Parisini, Thomas
author_facet Scandella, Matteo
Bin, Michelangelo
Parisini, Thomas
contents Learning models of dynamical systems characterized by specific stability properties is of crucial importance in applications. Existing results mainly focus on linear systems or some limited classes of nonlinear systems and stability notions, and the general problem is still open. This article proposes a kernel-based nonlinear identification procedure to directly and systematically learn stable nonlinear discrete-time systems. In particular, the proposed method can be used to enforce, on the learned model, bounded-input-bounded-state stability, asymptotic gain, and input-to-state stability properties, as well as their incremental counterparts. To this aim, we build on the reproducing kernel theory and the Representer Theorem, which are suitably enhanced to handle stability constraints in the kernel properties and in the hyperparameters' selection algorithm. Once the methodology is detailed, and sufficient conditions for stability are singled out, the article reviews some widely used kernels and their applicability within the proposed framework. Finally, numerical results validate the theoretical findings showing, in particular, that stability may have a beneficial impact in long-term simulation with minimal impact on prediction.
format Preprint
id arxiv_https___arxiv_org_abs_2409_10212
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Kernel-Based Learning of Stable Nonlinear Systems
Scandella, Matteo
Bin, Michelangelo
Parisini, Thomas
Systems and Control
Learning models of dynamical systems characterized by specific stability properties is of crucial importance in applications. Existing results mainly focus on linear systems or some limited classes of nonlinear systems and stability notions, and the general problem is still open. This article proposes a kernel-based nonlinear identification procedure to directly and systematically learn stable nonlinear discrete-time systems. In particular, the proposed method can be used to enforce, on the learned model, bounded-input-bounded-state stability, asymptotic gain, and input-to-state stability properties, as well as their incremental counterparts. To this aim, we build on the reproducing kernel theory and the Representer Theorem, which are suitably enhanced to handle stability constraints in the kernel properties and in the hyperparameters' selection algorithm. Once the methodology is detailed, and sufficient conditions for stability are singled out, the article reviews some widely used kernels and their applicability within the proposed framework. Finally, numerical results validate the theoretical findings showing, in particular, that stability may have a beneficial impact in long-term simulation with minimal impact on prediction.
title Kernel-Based Learning of Stable Nonlinear Systems
topic Systems and Control
url https://arxiv.org/abs/2409.10212