The existence and uniqueness of solutions for kernel-based system identification

The existence and uniqueness of solutions for kernel-based system identification

Khosravi, M. (TU Delft Team Tamas Keviczky)
Smith, Roy S. (ETH Zürich)

2023

The notion of reproducing kernel Hilbert space (RKHS) has emerged in system identification during the past decade. In the resulting framework, the impulse response estimation problem is formulated as a regularized optimization defined on an infinite-dimensional RKHS consisting of stable impulse responses. The consequent estimation problem is well-defined under the central assumption that the convolution operators restricted to the RKHS are continuous linear functionals. Moreover, according to this assumption, the representer theorem hold, and therefore, the impulse response can be estimated by solving a finite-dimensional program. Thus, the continuity feature plays a significant role in kernel-based system identification. We show that this central assumption is guaranteed to be satisfied in considerably general situations, namely when the input signal is bounded, the kernel is an integrable function, and in the case of continuous-time dynamics, continuous. Furthermore, the strong convexity of the optimization problem and the continuity property of the convolution operators imply that the kernel-based system identification admits a unique solution. Consequently, it follows that kernel-based system identification is a well-defined approach.

Existence and uniqueness of solution
Integrable kernels
Kernel-based methods
System identification

http://resolver.tudelft.nl/uuid:39ad271d-9bbe-4240-804c-0e1589c988d2

https://doi.org/10.1016/j.automatica.2022.110728

0005-1098

Automatica, 148

Institutional Repository

journal article

© 2023 M. Khosravi, Roy S. Smith