On the Sample Complexity of Data-Driven Inference of the $\mathcal{L}_2$-gain

Abstract: Lately, data-driven control has become a widespread area of research. A few recent big-data based approaches for data-driven control of nonlinear systems try to use classical input-output techniques to design controllers for systems for which only a finite number of (input-output) samples are known. These methods focus on using the given data to compute bounds on the $\mathcal{L}_2$-gain or on the shortage of passivity from finite input-output data, allowing for the application of the small gain theorem or the feedback theorem for passive systems. One question regarding these methods asks about their sample complexity, namely how many input-output samples are needed to get an approximation of the operator norm or of the shortage of passivity. We show that the number of samples needed to estimate the operator norm of a system is roughly the same as the number of samples required to approximate the system in the operator norm.