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This paper proposes a data-driven framework to solve time-varying optimization problems associated with unknown linear dynamical systems. Making online control decisions to regulate a dynamical system to the solution of an optimization…

Optimization and Control · Mathematics 2021-09-08 Gianluca Bianchin , Miguel Vaquero , Jorge Cortes , Emiliano Dall'Anese

Sensor measurements are mission-critical for monitoring and controlling power systems because they provide real-time insight into the grid operating condition; however, confidence in these insights depends greatly on the quality of the…

Applications · Statistics 2024-03-27 P. Algikar , P. Sharma , M. Netto , L. Mili

We present a proximal algorithm that performs a variational recursion on the space of joint probability measures to propagate the stochastic uncertainties in power system dynamics over high dimensional state space. The proposed algorithm…

Optimization and Control · Mathematics 2022-08-26 Abhishek Halder , Kenneth F. Caluya , Pegah Ojaghi , Xinbo Geng

This paper aims to synthesize a reachability controller for an unknown dynamical system. We first learn the unknown system using Gaussian processes and the (probabilistic) guarantee on the learned model. Then we use the funnel-based…

Systems and Control · Electrical Eng. & Systems 2023-01-02 Sandeep Gorantla , Jeel Chatrola , Jay Bhagiya , Adnane Saoud , Pushpak Jagtap

Distributional ambiguity sets provide quantifiable ways to characterize the uncertainty about the true probability distribution of random variables of interest. This makes them a key element in data-driven robust optimization by exploiting…

Optimization and Control · Mathematics 2019-09-26 Dimitris Boskos , Jorge Cortés , Sonia Martínez

The Koopman operator has become an essential tool for data-driven approximation of dynamical (control) systems, e.g., via extended dynamic mode decomposition. Despite its popularity, convergence results and, in particular, error bounds are…

Optimization and Control · Mathematics 2022-02-16 Feliks Nüske , Sebastian Peitz , Friedrich Philipp , Manuel Schaller , Karl Worthmann

Dynamical systems can be analyzed via their Frobenius-Perron transfer operator and its estimation from data is an active field of research. Recently entropic transfer operators have been introduced to estimate the operator of deterministic…

Dynamical Systems · Mathematics 2026-01-26 Hancheng Bi , Clément Sarrazin , Bernhard Schmitzer , Thilo D. Stier

Mixed vehicle platoons, comprising connected and automated vehicles (CAVs) and human-driven vehicles (HDVs), hold significant potential for enhancing traffic performance. However, most existing control strategies assume linear system…

Systems and Control · Electrical Eng. & Systems 2025-11-07 Shuai Li , Jiawei Wang , Kaidi Yang , Qing Xu , Jianqiang Wang , Keqiang Li

We investigate a data-driven approach to constructing uncertainty sets for robust optimization problems, where the uncertain problem parameters are modeled as random variables whose joint probability distribution is not known. Relying only…

Optimization and Control · Mathematics 2020-09-22 Polina Alexeenko , Eilyan Bitar

We present a novel approach for the control of uncertain, linear time-invariant systems, which are perturbed by potentially unbounded, additive disturbances. We propose a \emph{doubly robust} data-driven state-feedback controller to ensure…

Optimization and Control · Mathematics 2024-05-29 Francesco Micheli , Anastasios Tsiamis , John Lygeros

We consider the problem of safe control design for a class of nonlinear, control-affine systems subject to an unknown, additive, nonlinear disturbance. Leveraging recent advancements in the application of Koopman operator theory to the…

Optimization and Control · Mathematics 2022-12-02 Mitchell Black , Dimitra Panagou

We present a data-driven approach to efficiently approximate nonlinear transient dynamics in solid-state systems. Our proposed machine-learning model combines a dimensionality reduction stage with a nonlinear vector autoregression scheme.…

Computational Physics · Physics 2024-02-22 Stefan Meinecke , Felix Köster , Dominik Christiansen , Kathy Lüdge , Andreas Knorr , Malte Selig

PyKoopman is a Python package for the data-driven approximation of the Koopman operator associated with a dynamical system. The Koopman operator is a principled linear embedding of nonlinear dynamics and facilitates the prediction,…

Systems and Control · Electrical Eng. & Systems 2023-06-23 Shaowu Pan , Eurika Kaiser , Brian M. de Silva , J. Nathan Kutz , Steven L. Brunton

Kernel transfer operators, which can be regarded as approximations of transfer operators such as the Perron-Frobenius or Koopman operator in reproducing kernel Hilbert spaces, are defined in terms of covariance and cross-covariance…

Machine Learning · Statistics 2018-05-28 Stefan Klus , Sebastian Peitz , Ingmar Schuster

This paper develops a data-driven safe control framework for linear systems possessing a known strict-feedback structure, but with most plant parameters, external disturbances, and input delay being unknown. By leveraging Koopman operator…

Systems and Control · Electrical Eng. & Systems 2026-02-10 Zhenxu Zhao , Ji Wang , Weiyao Lan

In recent years, the success of the Koopman operator in dynamical systems analysis has also fueled the development of Koopman operator-based control frameworks. In order to preserve the relatively low data requirements for an approximation…

Optimization and Control · Mathematics 2020-10-15 Sebastian Peitz , Samuel E. Otto , Clarence W. Rowley

The Koopman operator is a mathematical tool that allows for a linear description of non-linear systems, but working in infinite dimensional spaces. Dynamic Mode Decomposition and Extended Dynamic Mode Decomposition are amongst the most…

Machine Learning · Computer Science 2021-03-26 Francesco Zanini , Alessandro Chiuso

A majority of methods from dynamical systems analysis, especially those in applied settings, rely on Poincar\'e's geometric picture that focuses on "dynamics of states". While this picture has fueled our field for a century, it has shown…

Dynamical Systems · Mathematics 2013-01-01 Marko Budišić , Ryan M. Mohr , Igor Mezić

This paper is concerned with data-driven optimal control of nonlinear systems. We present a convex formulation to the optimal control problem (OCP) with a discounted cost function. We consider OCP with both positive and negative discount…

Optimization and Control · Mathematics 2022-02-07 Joseph Moyalan , Hyungjin Choi , Yongxin Chen , Umesh Vaidya

We propose a data-driven method for controlling the frequency and convergence rate of black-box nonlinear dynamical systems based on the Koopman operator theory. With the proposed method, a policy network is trained such that the…

Systems and Control · Electrical Eng. & Systems 2022-08-19 Tomoharu Iwata , Yoshinobu Kawahara