Iterative data-driven inference of nonlinearity measures via successive graph approximation

Abstract: In this paper, we establish an iterative data-driven approach to derive guaranteed bounds on nonlinearity measures of unknown nonlinear systems. In this context, nonlinearity measures quantify the strength of the nonlinearity of a dynamical system by the distance of its input-output behaviour to a set of linear models. First, we compute a guaranteed upper bound of these measures by given input-output samples based on a data-based non-parametric set-membership representation of the ground-truth system and local inferences of nonlinearity measures. Second, we propose an algorithm to improve this bound iteratively by further samples of the unknown input-output behaviour.