Kernel Methods for Linear Discrete-Time Equations
Dynamical Systems
2015-08-12 v2 Optimization and Control
Statistics Theory
Machine Learning
Statistics Theory
Abstract
Methods from learning theory are used in the state space of linear dynamical and control systems in order to estimate the system matrices. An application to stabilization via algebraic Riccati equations is included. The approach is illustrated via a series of numerical examples.
Cite
@article{arxiv.1507.03111,
title = {Kernel Methods for Linear Discrete-Time Equations},
author = {Fritz Colonius and Boumediene Hamzi},
journal= {arXiv preprint arXiv:1507.03111},
year = {2015}
}