Kernel Methods for Regression in Continuous Time over Subsets and Manifolds

MaRDI QIDQ6410116arXivFDO

Authors Nathan Powell, Jia Guo, Sai Tej Parachuri, John A. Burns, Boone Estes, A. J. Kurdila, John Burns, Andrew Kurdila

Publication date 8 September 2022

Published in arXiv

arXiv classification

math.DS

Abstract: This paper derives error bounds for regression in continuous time over subsets of certain types of Riemannian manifolds.The regression problem is typically driven by a nonlinear evolution law taking values on the manifold, and it is cast as one of optimal estimation in a reproducing kernel Hilbert space (RKHS). A new notion of persistency of excitation (PE) is defined for the estimation problem over the manifold, and rates of convergence of the continuous time estimates are derived using the PE condition. We discuss and analyze two approximation methods of the exact regression solution. We then conclude the paper with some numerical simulations that illustrate the qualitative character of the computed function estimates. Numerical results from function estimates generated over a trajectory of the Lorenz system are presented. Additionally, we analyze an implementation of the two approximation methods using motion capture data.

This page was built for publication: Kernel Methods for Regression in Continuous Time over Subsets and Manifolds

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6410116)