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Hamzi - Eurandom

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Extension to the Nonlinear Case<br />

• The preceding suggests the following key observations in the linear<br />

setting: Given an approximation ˆ Lc of Lc we obtain an approximation for<br />

ρ∞ of the form<br />

ˆρ∞(x) ∝ e − ˆ Lc(x)<br />

• Although the above relationship between ρ∞ and Lc holds for only a<br />

small class of systems (e.g. linear and some Hamiltonian systems), by<br />

mapping a nonlinear system into a suitable reproducing kernel Hilbert<br />

space we may reasonably extend this connection to a broad class of<br />

nonlinear systems.<br />

. . . . . .<br />

Boumediene <strong>Hamzi</strong> (Imperial College) On Control and RDS in RKHS June 4th, 2012 44 / 55

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