Exploring the Links between the Fundamental Lemma and Kernel Regression
This work provides theoretical insights linking control theory and machine learning, but it appears incremental as it builds on known extensions without demonstrating new applications or broad impact.
The paper formalizes connections between kernel regression and nonlinear extensions of the fundamental lemma, showing that a transformed linear equation in Hankel matrices leads to an implicit kernel representation equivalent to solving a specific kernel regression problem.
Generalizations and variations of the fundamental lemma by Willems et al. are an active topic of recent research. In this note, we explore and formalize the links between kernel regression and some known nonlinear extensions of the fundamental lemma. Applying a transformation to the usual linear equation in Hankel matrices, we arrive at an alternative implicit kernel representation of the system trajectories while keeping the requirements on persistency of excitation. We show that this representation is equivalent to the solution of a specific kernel regression problem. We explore the possible structures of the underlying kernel as well as the system classes to which they correspond.