Related papers: Operator-theoretic framework for forecasting nonli…
We develop a stochastic approximation framework for learning nonlinear operators between infinite-dimensional spaces utilizing general Mercer operator-valued kernels. Our framework encompasses two key classes: (i) compact kernels, which…
Kalman Filter (KF) is an optimal linear state prediction algorithm, with applications in fields as diverse as engineering, economics, robotics, and space exploration. Here, we develop an extension of the KF, called a Pathspace Kalman Filter…
Koopman operator theory has found significant success in learning models of complex, real-world dynamical systems, enabling prediction and control. The greater interpretability and lower computational costs of these models, compared to…
This work presents a novel data-driven framework for constructing eigenfunctions of the Koopman operator geared toward prediction and control. The method leverages the richness of the spectrum of the Koopman operator away from attractors to…
We develop a new generalization of Koopman operator theory that incorporates the effects of inputs and control. Koopman spectral analysis is a theoretical tool for the analysis of nonlinear dynamical systems. Moreover, Koopman is intimately…
We use a deep Koopman operator-theoretic formalism to develop a novel causal discovery algorithm, Kausal. Causal discovery aims to identify cause-effect mechanisms for better scientific understanding, explainable decision-making, and more…
We derive novel deterministic bounds on the approximation error of data-based bilinear surrogate models for unknown nonlinear systems. The surrogate models are constructed using kernel-based extended dynamic mode decomposition to…
Data-driven techniques for analysis, modeling, and control of complex dynamical systems are on the uptake. Koopman theory provides the theoretical foundation for the popular kernel extended dynamic mode decomposition (kEDMD). In this work,…
This paper introduces an input-output bilinear Koopman realization with an optimization algorithm of lifting functions. For nonlinear systems with inputs, Koopman-based modeling is effective because the Koopman operator enables a…
The design of activation functions is a growing research area in the field of neural networks. In particular, instead of using fixed point-wise functions (e.g., the rectified linear unit), several authors have proposed ways of learning…
This paper provides answers to an open problem: given a nonlinear data-driven dynamical system model, e.g., kernel conditional mean embedding (CME) and Koopman operator, how can one propagate the ambiguity sets forward for multiple steps?…
In supervised learning, the output variable to be predicted is often represented as a function, such as a spectrum or probability distribution. Despite its importance, functional output regression remains relatively unexplored. In this…
This paper introduces the Koopman Control Family (KCF), a mathematical framework for modeling general (not necessarily control-affine) discrete-time nonlinear control systems with the aim of providing a solid theoretical foundation for the…
This paper presents a generalizable methodology for data-driven identification of nonlinear dynamics that bounds the model error in terms of the prediction horizon and the magnitude of the derivatives of the system states. Using…
Quantum computation offers potential exponential speedups for simulating certain physical systems, but its application to nonlinear dynamics is inherently constrained by the requirement of unitary evolution. We propose the quantum Koopman…
We present an approach to construct approximate Koopman-type decompositions for dynamical systems depending on static or time-varying parameters. Our method simultaneously constructs an invariant subspace and a parametric family of…
In this article, we propose a new error bound for Koopman operator approximation using Kernel Extended Dynamic Mode Decomposition. The new estimate is $O(N^{-1/2})$, with a constant related to the probability of success of the bound, given…
In this paper, a novel Koopman-type inverse operator for linear time-invariant non-minimum phase systems with stochastic disturbances is proposed. This operator employs functions of the desired output to directly calculate the input.…
Over the past decade we have developed Koopmans functionals, a computationally efficient approach for predicting spectral properties with an orbital-density-dependent functional framework. These functionals impose a generalized piecewise…
This paper addresses the numerical aspects of adaptive filtering (AF) techniques for simultaneous state and parameters estimation arising in the design of dynamic positioning systems in many areas of research. The AF schemes consist of a…