Absolute integrability of Mercer kernels is only sufficient for RKHS stability

• URL: http://arxiv.org/abs/2305.01411v1
• Date: Tue, 2 May 2023 13:35:48 GMT
• Title: Absolute integrability of Mercer kernels is only sufficient for RKHS stability
• Authors: Mauro Bisiacco and Gianluigi Pillonetto
• Abstract summary: Reproducing kernel Hilbert spaces (RKHSs) are special Hilbert spaces in one-to-one correspondence with positive definite maps called kernels. Stable RKHSs contain only absolutely integrable impulse responses over the positive real line.
• Score: 1.52292571922932
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Reproducing kernel Hilbert spaces (RKHSs) are special Hilbert spaces in one-to-one correspondence with positive definite maps called kernels. They are widely employed in machine learning to reconstruct unknown functions from sparse and noisy data. In the last two decades, a subclass known as stable RKHSs has been also introduced in the setting of linear system identification. Stable RKHSs contain only absolutely integrable impulse responses over the positive real line. Hence, they can be adopted as hypothesis spaces to estimate linear, time-invariant and BIBO stable dynamic systems from input-output data. Necessary and sufficient conditions for RKHS stability are available in the literature and it is known that kernel absolute integrability implies stability. Working in discrete-time, in a recent work we have proved that this latter condition is only sufficient. Working in continuous-time, it is the purpose of this note to prove that the same result holds also for Mercer kernels.

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