Kernel-Based Models for System Analysis

This article introduces a computational framework to identify nonlinear input-output operators that fit a set of system trajectories while satisfying incremental integral quadratic constraints. The data fitting algorithm is thus regularized by suitable input-output properties required for system analysis and control design. This biased identification problem is shown to admit the tractable solution of a regularized least squares problem when formulated in a suitable reproducing kernel Hilbert space. The kernel-based framework is a departure from the prevailing state-space framework. It is motivated by fundamental limitations of nonlinear state-space models at combining the fitting requirements of data-based modeling with the input-output requirements of system analysis and physical modeling.