Kernel Modelling of Fading Memory Systems

Abstract

The paper is a follow-up of the recently introduced kernel-based framework to identify nonlinear input-output systems regularized by desirable input-output incremental properties. Assuming that the system has fading memory, we propose to learn the functional that maps the past input to the present output rather than the operator mapping input trajectories to output trajectories. While retaining the benefits of the previously proposed framework, this modification simplifies the selection of the kernel, enforces causality, and enables temporal simulation.