A primer on reproducing kernel Hilbert spaces

DOI10.1561/2000000050MaRDI QIDQ5741041zbMATH OpenOpenAlexFDO

Authors Jonathan H. Manton, Pierre-Olivier Amblard

Publication date 20 July 2016

Published in Foundations and Trends® in Signal Processing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1408.0952

zbMATH Keywords

reproducing kernel Hilbert spacesignal processingrandom variablesfilteringgeneralized inverseGaussian kernel

Mathematics Subject Classification ID

Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Research exposition (monographs, survey articles) pertaining to operator theory (47-02) Research exposition (monographs, survey articles) pertaining to functional analysis (46-02) Linear operators in reproducing-kernel Hilbert spaces (including de Branges, de Branges-Rovnyak, and other structured spaces) (47B32)

Abstract: Reproducing kernel Hilbert spaces are elucidated without assuming prior familiarity with Hilbert spaces. Compared with extant pedagogic material, greater care is placed on motivating the definition of reproducing kernel Hilbert spaces and explaining when and why these spaces are efficacious. The novel viewpoint is that reproducing kernel Hilbert space theory studies extrinsic geometry, associating with each geometric configuration a canonical overdetermined coordinate system. This coordinate system varies continuously with changing geometric configurations, making it well-suited for studying problems whose solutions also vary continuously with changing geometry. This primer can also serve as an introduction to infinite-dimensional linear algebra because reproducing kernel Hilbert spaces have more properties in common with Euclidean spaces than do more general Hilbert spaces.

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