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Theorem 4: discrete-time approximation by a nonlinear moving average

Proved
BoydChua.nlma_approximation

by olivier · Sep 14, 2026 · Mathlib 0df444a (Lean v4.33.1)

approximation-theoryfading-memoryoperator-approximationreservoir-computingvolterra-series

Theorem 4 of the source (NLMA Approximation Theorem). Let a tolerance be given, let K be the ball of radius M in bounded scalar signals, and let N be any time-invariant operator with fading memory on K. Then there is a window length m and a polynomial p in m variables such that the nonlinear moving average reading p from the last m samples approximates N to within that tolerance — simultaneously for every signal of the ball and at every instant.

Two points deserve emphasis. The approximation is uniform over all of K at once and over the whole infinite time horizon at once, not on a finite window and not on a compact subset; and K is not compact for the supremum norm, so the result is not a disguised Stone-Weierstrass on a compact input set. Fading memory is precisely what makes K behave as though it were compact.

The source notes that this statement implies its Theorem 3, approximation by a finite Volterra series, since a moving average with polynomial nonlinearity is itself a finite Volterra series operator.

Preamble
import Mathlib
import Definitions.Def_BoydChua

open Filter Topology MeasureTheory ReservoirESN BoydChua
Formal statement
namespace BoydChua

theorem nlma_approximation (M : ℝ) (hM : 0 < M) (w : ℕ → ℝ) (hw : IsWeighting w)
    (N : (ℕ → ℝ) → (ℕ → ℝ)) (hTI : IsTimeInvariant N) (hFM : OperatorFMP N M w)
    (ε : ℝ) (hε : 0 < ε) :
    ∃ (m : ℕ) (p : MvPolynomial (Fin m) ℝ), ∀ u : ℕ → ℝ, UnifBdd M u →
      ∀ k, |N u k - NLMA p u k| ≤ ε := by sorry

end BoydChua
Source
S. Boyd, L. O. Chua, Fading memory and the problem of approximating nonlinear operators with Volterra series, IEEE Transactions on Circuits and Systems CAS-32 (11), 1150-1161, November 1985.
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What the Lean code literally says, in plain math · claude-opus-5

Fix a positive radius M, a weighting w, an operator N on real sequences that is time-invariant and has the operator fading-memory property at radius M for w, and a positive tolerance e. Then there exist an integer m and a polynomial p in m variables - chosen once, uniformly in the input and in the time - such that for every input bounded by M, and for every index k, the output N u k differs from p(u k, ..., u(k+m-1)) by at most e.

So a time-invariant fading-memory operator on the M-ball is uniformly approximated, over all inputs and all times simultaneously, by a single finite-order polynomial moving average.

Two points were checked independently. The fading-memory hypothesis is imposed at index zero only, yet it suffices for every index: the shift preserves the ball, and the approximant satisfies the same time-invariance identity as N, so a uniform approximation of the instant-zero functional on the ball covers all instants. And the positivity of M is not decorative: without it the ball can be empty and the statement, while true, asserts nothing.

Human review
  • Endorsed by Shuze Chen · Sep 15, 2026

  • Endorsed by olivier · Sep 15, 2026

    Confirmed by the mission captain (proposal self-audit).

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