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The Koopman operator presents an attractive approach to achieve global linearization of nonlinear systems, making it a valuable method for simplifying the understanding of complex dynamics. While data-driven methodologies have exhibited…

Machine Learning · Computer Science 2025-05-08 Priyam Gupta , Peter J. Schmid , Denis Sipp , Taraneh Sayadi , Georgios Rigas

This work presents a data-driven Koopman operator-based modeling method using a model averaging technique. While the Koopman operator has been used for data-driven modeling and control of nonlinear dynamics, it is challenging to accurately…

Optimization and Control · Mathematics 2024-12-05 Daisuke Uchida , Karthik Duraisamy

Only a subset of degrees of freedom are typically accessible or measurable in real-world systems. As a consequence, the proper setting for empirical modeling is that of partially-observed systems. Notably, data-driven models consistently…

Statistical Mechanics · Physics 2023-04-18 Adam Rupe , Velimir V. Vesselinov , James P. Crutchfield

We provide a framework for learning of dynamical systems rooted in the concept of representations and Koopman operators. The interplay between the two leads to the full description of systems that can be represented linearly in a finite…

Dynamical Systems · Mathematics 2020-10-13 Igor Mezic

We propose a new reconstruction operator that aims to recover the missing parts of a function given the observed parts. This new operator belongs to a new, very large class of functional operators which includes the classical regression…

Statistics Theory · Mathematics 2019-05-14 Alois Kneip , Dominik Liebl

The theory of Koopman operators allows to deploy non-parametric machine learning algorithms to predict and analyze complex dynamical systems. Estimators such as principal component regression (PCR) or reduced rank regression (RRR) in kernel…

In this paper, we propose a model-free adaptive learning solution for a model-following control problem. This approach employs policy iteration, to find an optimal adaptive control solution. It utilizes a moving finite-horizon of…

Systems and Control · Electrical Eng. & Systems 2023-02-07 Mohammed I. Abouheaf , Hashim A. Hashim , Mohammad A. Mayyas , Kyriakos G. Vamvoudakis

Many real-world systems can be described by mathematical models that are human-comprehensible, easy to analyze and help explain the system's behavior. Symbolic regression is a method that can automatically generate such models from data.…

Neural and Evolutionary Computing · Computer Science 2023-06-28 Jiří Kubalík , Erik Derner , Robert Babuška

In recent years, the interest in leveraging quantum effects for enhancing machine learning tasks has significantly increased. Many algorithms speeding up supervised and unsupervised learning were established. The first framework in which…

Machine Learning · Computer Science 2020-11-13 Walter L. Boyajian , Jens Clausen , Lea M. Trenkwalder , Vedran Dunjko , Hans J. Briegel

The Mori-Zwanzig projection formalism is widely used in studying systems with many degrees of freedom. We used a system-bath Hamiltonian system to show that the Mori's and Zwanzig's projection procedures are mutual limiting cases of each…

Statistical Mechanics · Physics 2009-04-20 Jianhua Xing

Recently, Koopman operator theory has become a powerful tool for developing linear representations of non-linear dynamical systems. However, existing data-driven applications of Koopman operator theory, including both traditional and deep…

Machine Learning · Computer Science 2023-05-17 King Fai Yeh , Paris Flood , William Redman , Pietro Liò

Koopman operator theory provides a framework for nonlinear dynamical system analysis and time-series forecasting by mapping dynamics to a space of real-valued measurement functions, enabling a linear operator representation. Despite the…

Machine Learning · Computer Science 2025-06-18 Yitian Zhang , Liheng Ma , Antonios Valkanas , Boris N. Oreshkin , Mark Coates

We consider the general class of time-homogeneous stochastic dynamical systems, both discrete and continuous, and study the problem of learning a representation of the state that faithfully captures its dynamics. This is instrumental to…

Machine Learning · Computer Science 2024-03-15 Vladimir R. Kostic , Pietro Novelli , Riccardo Grazzi , Karim Lounici , Massimiliano Pontil

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

Koopman operator theory has emerged as a leading data-driven approach that relies on a judicious choice of observable functions to realize global linear representations of nonlinear systems in the lifted observable space. However,…

Robotics · Computer Science 2026-01-06 Aditya Singh , Rajpal Singh , Jishnu Keshavan

Dynamic linear regression models forecast the values of a time series based on a linear combination of a set of exogenous time series while incorporating a time series process for the error term. This error process is often assumed to…

Methodology · Statistics 2026-04-02 Thomas Goodwin , Matias Quiroz , Robert Kohn

In this paper, we propose a probabilistic reduced-dimensional vector autoregressive (PredVAR) model with oblique projections. This model partitions the measurement space into a dynamic subspace and a static subspace that do not need to be…

Optimization and Control · Mathematics 2023-09-06 Yanfang Mo , Jiaxin Yu , S. Joe Qin

Although projection-based reduced-order models (ROMs) for parameterized nonlinear dynamical systems have demonstrated exciting results across a range of applications, their broad adoption has been limited by their intrusivity: implementing…

Machine Learning · Computer Science 2021-06-18 Zhe Bai , Liqian Peng

This work introduces a non-intrusive model reduction approach for learning reduced models from partially observed state trajectories of high-dimensional dynamical systems. The proposed approach compensates for the loss of information due to…

Machine Learning · Computer Science 2021-03-29 Wayne Isaac Tan Uy , Benjamin Peherstorfer

The Dynamic Mode Decomposition has proved to be a very efficient technique to study dynamic data. This is entirely a data-driven approach that extracts all necessary information from data snapshots which are commonly supposed to be sampled…

Numerical Analysis · Mathematics 2023-02-01 Aleksandr Katrutsa , Sergey Utyuzhnikov , Ivan Oseledets