Related papers: Kernels for linear time invariant system identific…
Linear time-invariant (LTI) systems appear frequently in natural sciences and engineering contexts. Many LTI systems are described by ordinary differential equations (ODEs). For example, biological gene regulation, analog filter circuits,…
This manuscript presents a novel approach to nonlinear system identification leveraging densely defined Liouville operators and a new "kernel" function that represents an integration functional over a reproducing kernel Hilbert space (RKHS)…
A different route to identification of time-invariant linear systems has been recently proposed which does not require committing to a specific parametric model structure. Impulse responses are described in a nonparametric Bayesian…
In this paper, we propose an outlier-robust regularized kernel-based method for linear system identification. The unknown impulse response is modeled as a zero-mean Gaussian process whose covariance (kernel) is given by the recently…
We introduce system norms which assess transient behavior of stable Linear Time-Invariant (LTI) systems. This allows us to address undesired responses to initial conditions, finite resource consumption signals, or persistent perturbations.…
Recently developed neuromorphic vision sensors have become promising candidates for agile and autonomous robotic applications primarily due to, in particular, their high temporal resolution and low latency. Each pixel of this sensor…
In this paper we introduce a novel method for linear system identification with quantized output data. We model the impulse response as a zero-mean Gaussian process whose covariance (kernel) is given by the recently proposed stable spline…
This paper reports a robust scheme for topology identification and control of networks running on linear dynamics. In the proposed method, the unknown network is enforced to asymptotically follow a reference dynamics using the combination…
Reproducing kernel Hilbert spaces (RKHSs) are special Hilbert spaces where all the evaluation functionals are linear and bounded. They are in one-to-one correspondence with positive definite maps called kernels. Stable RKHSs enjoy the…
Sequential deep learning models such as RNN, causal CNN and attention mechanism do not readily consume continuous-time information. Discretizing the temporal data, as we show, causes inconsistency even for simple continuous-time processes.…
This paper proposes a method for constructing one-step prediction tubes for nonlinear systems using reproducing kernel Hilbert spaces. We approximate a bounded reproducing kernel Hilbert space (RKHS) hypothesis set by a finite-dimensional…
This paper considers the problem of set-based state estimation for linear time-invariant (LTI) systems under time-varying sensor attacks. Provided that the LTI system is stable and observable via every single sensor and that at least one…
We analyze in this paper a random feature map based on a theory of invariance I-theory introduced recently. More specifically, a group invariant signal signature is obtained through cumulative distributions of group transformed random…
In kernel methods, temporal information on the data is commonly included by using time-delayed embeddings as inputs. Recently, an alternative formulation was proposed by defining a gamma-filter explicitly in a reproducing kernel Hilbert…
This paper revisits the definition of linear time-invariant (LTI) stochastic process within a behavioral systems framework. Building on [Willems, 2013], we derive a canonical representation of an LTI stochastic process and a physically…
We consider the problem of learning a set from random samples. We show how relevant geometric and topological properties of a set can be studied analytically using concepts from the theory of reproducing kernel Hilbert spaces. A new kind of…
In this work, we consider the problem of learning nonlinear operators that correspond to discrete-time nonlinear dynamical systems with inputs. Given an initial state and a finite input trajectory, such operators yield a finite output…
This paper deals with the problem of finding a low-complexity estimate of the impulse response of a linear time-invariant discrete-time dynamic system from noise-corrupted input-output data. To this purpose, we introduce an identification…
Kernel methods approximate nonlinear maps in a data-driven manner by projecting the target map onto a finite-dimensional Hilbert space called the solution space. Traditionally, this space is a subspace of a fixed ambient reproducing kernel…
These notes provide a self-contained introduction to kernel methods and their geometric foundations in machine learning. Starting from the construction of Hilbert spaces, we develop the theory of positive definite kernels, reproducing…