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In this paper, we provide an algorithm for online computation of Koopman operator in real-time using streaming data. In recent years, there has been an increased interest in data-driven analysis of dynamical systems, with operator theoretic…

Systems and Control · Electrical Eng. & Systems 2019-09-30 Subhrajit Sinha , Sai Pushpak Nandanoori , Enoch Yeung

Dynamic Mode Decomposition (DMD) has become synonymous with the Koopman operator, where continuous time dynamics are examined through a discrete time proxy determined by a fixed timestep using Koopman (i.e. composition) operators. Using the…

Dynamical Systems · Mathematics 2021-06-01 Joel A. Rosenfeld , Rushikesh Kamalapurkar , L. Forest Gruss , Taylor T. Johnson

Dynamic Mode Decomposition (DMD) is a data based modeling tool that identifies a matrix to map a quantity at some time instant to the same quantity in future. We design a new version which we call Adaptive Dynamic Mode Decomposition (ADMD)…

Signal Processing · Electrical Eng. & Systems 2020-12-16 Mohammad N. Murshed , M. Monir Uddin

Autonomous driving technologies have received notable attention in the past decades. In autonomous driving systems, identifying a precise dynamical model for motion control is nontrivial due to the strong nonlinearity and uncertainty in…

Systems and Control · Electrical Eng. & Systems 2023-08-11 Yongqian Xiao , Xinglong Zhang , Xin Xu , Xueqing Liu , Jiahang Liu

Koopman operator theory enables linear analysis of nonlinear dynamical systems by lifting their evolution to infinite-dimensional function spaces. However, finite-dimensional approximations of Koopman and transfer (Frobenius--Perron)…

Dynamical Systems · Mathematics 2025-07-24 April Herwig , Matthew J. Colbrook , Oliver Junge , Péter Koltai , Julia Slipantschuk

Koopman operators and transfer operators represent nonlinear dynamics in state space through its induced action on linear spaces of observables and measures, respectively. This framework enables the use of linear operator theory for…

Dynamical Systems · Mathematics 2025-06-06 Claire Valva , Dimitrios Giannakis

We present Stochastic Dynamic Mode Decomposition (SDMD), a novel data-driven framework for approximating the Koopman semigroup in stochastic dynamical systems. Unlike existing methods, SDMD explicitly incorporates sampling time into its…

Dynamical Systems · Mathematics 2025-08-20 Yuanchao Xu , Kaidi Shao , Isao Ishikawa , Yuka Hashimoto , Nikos Logothetis , Zhongwei Shen

Estimation of parameters is a crucial part of model development. When models are deterministic, one can minimise the fitting error; for stochastic systems one must be more careful. Broadly parameterisation methods for stochastic dynamical…

Statistics Theory · Mathematics 2018-04-12 Asbjørn N. Riseth , Jake P. Taylor-King

The Koopman Mode Decomposition (KMD) is a data-analysis technique which is often used to extract the spatio-temporal patterns of complex flows. In this paper, we use KMD to study the dynamics of the lid-driven flow in a two-dimensional…

Fluid Dynamics · Physics 2018-01-03 Hassan Arbabi , Igor Mezić

This paper describes a method for learning low-dimensional approximations of nonlinear dynamical systems, based on neural-network approximations of the underlying Koopman operator. Extended Dynamic Mode Decomposition (EDMD) provides a…

Dynamical Systems · Mathematics 2019-01-17 Samuel E. Otto , Clarence W. Rowley

We present a new framework for optimal and feedback control of PDEs using Koopman operator-based reduced order models (K-ROMs). The Koopman operator is a linear but infinite-dimensional operator which describes the dynamics of observables.…

Dynamical Systems · Mathematics 2019-08-14 Sebastian Peitz , Stefan Klus

Approximating the Koopman operator from data is numerically challenging when many lifting functions are considered. Even low-dimensional systems can yield unstable or ill-conditioned results in a high-dimensional lifted space. In this…

Systems and Control · Electrical Eng. & Systems 2023-03-21 Steven Dahdah , James Richard Forbes

Koopman analysis provides a general framework from which to analyze a nonlinear dynamical system in terms of a linear operator acting on an infinite-dimensional observable space. This theoretical framework provides a rigorous underpinning…

Dynamical Systems · Mathematics 2022-10-11 Dan Wilson

When complex systems with nonlinear dynamics achieve an output performance objective, only a fraction of the state dynamics significantly impacts that output. Those minimal state dynamics can be identified using the differential geometric…

Optimization and Control · Mathematics 2022-10-19 Shara Balakrishnan , Aqib Hasnain , Robert Egbert , Enoch Yeung

We propose a new concept for the regularization and discretization of transfer and Koopman operators in dynamical systems. Our approach is based on the entropically regularized optimal transport between two probability measures. In…

Dynamical Systems · Mathematics 2023-09-14 Oliver Junge , Daniel Matthes , Bernhard Schmitzer

This paper introduces a new theoretical and computational framework for a data driven Koopman mode analysis of nonlinear dynamics. To alleviate the potential problem of ill-conditioned eigenvectors in the existing implementations of the…

Numerical Analysis · Mathematics 2024-09-17 Zlatko Drmač , Igor Mezić

The paper is about the data-driven computation of optimal control for a class of control affine deterministic nonlinear systems. We assume that the control dynamical system model is not available, and the only information about the system…

Optimization and Control · Mathematics 2021-04-13 Bowen Huang , Umesh Vaidya

The Koopman operator is beneficial for analyzing nonlinear and stochastic dynamics; it is linear but infinite-dimensional, and it governs the evolution of observables. The extended dynamic mode decomposition (EDMD) is one of the famous…

Numerical Analysis · Mathematics 2022-05-18 Jun Ohkubo

This paper proposes an original methodology to compute the regions of attraction in hyperbolic and polynomial nonlinear dynamical systems using the eigenfunctions of the discrete-time approximation of the Koopman operator given by the…

Systems and Control · Electrical Eng. & Systems 2022-09-07 Camilo Garcia-Tenorio , Duvan Tellez-Castro , Eduardo Mojica-Nava , Alain Vande Wouwer

The Dynamic-Mode Decomposition (DMD) is a well established data-driven method of finding temporally evolving linear-mode decompositions of nonlinear time series. Traditionally, this method presumes that all relevant dimensions are sampled…

Dynamical Systems · Mathematics 2021-01-13 Christopher W. Curtis , Daniel Jay Alford-Lago
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