Hamzi - Eurandom

Controllability and Observability Energies of Nonlinear
Systems in RKHSes
• The domain of W † c is equal to the range of Wc, and so in general Kx
may not be in the domain of W † c . We will therefore introduce the
orthogonal projection W † c Wc mapping H ↦→ range(Wc) and define the
nonlinear control energy on H as
Lc(h) =
⟨
W † c (W † c Wc)h, h
• Since we will consider finite sample approximations to the preceding
expression, W † c Wc may not converge to W † c Wc in the limit of infinite data
(taking the pseudoinverse is not a continuous operation), and W † c can
easily be ill-conditioned in any event. One needs to impose regularization,
and we replace the pseudoinverse A † with a regularized inverse
(A + λI) −1 , λ > 0 throughout.
⟩
.
. . . . . .
Boumediene Hamzi (Imperial College) On Control and RDS in RKHS June 4th, 2012 28 / 55