Finite Sample Identification of Analytic Nonlinear Systems

Abstract

This paper studies the identification of linearly parameterized nonlinear (LPN) systems. Although LPN systems share the same linear parameterization structure as linear systems, they are more challenging to identify. In particular, previous work has shown, through a counterexample based on a piecewise-affine system, that non-active exploration is generally insufficient for LPN system identification. In this paper, we consider LPN systems with real-analytic feature functions. We show that non-active exploration is sufficient for the identification of this class of systems by establishing non-asymptotic convergence rates of least-squares estimation and set-membership estimation. In addition, we provide counterexamples to show that non-active exploration may not be sufficient for system identification for non-real-analytic systems, even if those systems are infinitely differentiable. We present numerical experiments to further support and validate our theoretical results.