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Analyzing the spectral properties of the Koopman operator is crucial for understanding and predicting the behavior of complex stochastic dynamical systems. However, the accuracy of data-driven estimation methods, such as Extended Dynamic…

Dynamical Systems · Mathematics 2025-09-08 Yuanchao Xu , Jing Liu , Zhongwei Shen , Isao Ishikawa

Time-dependent structural reliability analysis of nonlinear dynamical systems is non-trivial; subsequently, scope of most of the structural reliability analysis methods is limited to time-independent reliability analysis only. In this work,…

Machine Learning · Statistics 2024-09-21 Navaneeth N. , Souvik Chakraborty

We propose a novel method for forecasting the temporal evolution of probability distributions observed at discrete time points. Extending the Dynamic Probability Density Decomposition (DPDD), we embed distributional dynamics into…

Applications · Statistics 2025-09-03 Ziyue Wang , Yuko Araki

The Koopman operator has recently garnered much attention for its value in dynamical systems analysis and data-driven model discovery. However, its application has been hindered by the computational complexity of extended dynamic mode…

Machine Learning · Computer Science 2017-12-11 Enoch Yeung , Soumya Kundu , Nathan Hodas

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 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…

Optimization and Control · Mathematics 2016-02-25 Joshua L. Proctor , Steven L. Brunton , J. Nathan Kutz

Extended dynamic mode decomposition (EDMD) is a data-driven algorithm for approximating spectral data of the Koopman operator associated to a dynamical system, combining a Galerkin method of order N and collocation method of order M.…

Dynamical Systems · Mathematics 2024-04-15 Elliz Akindji , Julia Slipantschuk , Oscar F. Bandtlow , Wolfram Just

System identification based on Koopman operator theory has grown in popularity recently. Spectral properties of the Koopman operator of a system were proven to relate to properties like invariant sets, stability, periodicity, etc. of the…

Optimization and Control · Mathematics 2021-10-27 Nibodh Boddupalli

The Dynamic Mode Decomposition (DMD) and the more general Extended DMD (EDMD) are powerful tools for computational analysis of dynamical systems in data-driven scenarios. They are built on the theoretical foundation of the Koopman…

Numerical Analysis · Mathematics 2026-04-06 Zlatko Drmač , Ela Đimoti

The Koopman operator and extended dynamic mode decomposition (EDMD) as a data-driven technique for its approximation have attracted considerable attention as a key tool for modeling, analysis, and control of complex dynamical systems.…

Systems and Control · Electrical Eng. & Systems 2025-11-07 Philipp Schmitz , Lea Bold , Friedrich M. Philipp , Mario Rosenfelder , Peter Eberhard , Henrik Ebel , Karl Worthmann

Deep learning is revolutionizing weather forecasting, with new data-driven models achieving accuracy on par with operational physical models for medium-term predictions. However, these models often lack interpretability, making their…

Machine Learning · Computer Science 2024-09-11 David Millard , Arielle Carr , Stéphane Gaudreault

This paper proposes Koopman operator-based Stochastic Model Predictive Control (K-SMPC) for enhanced lateral control of autonomous vehicles. The Koopman operator is a linear map representing the nonlinear dynamics in an infinite-dimensional…

Systems and Control · Electrical Eng. & Systems 2023-12-12 Jin Sung Kim , Ying Shuai Quan , Chung Choo Chung

Nonlinear optimal control is vital for numerous applications but remains challenging for unknown systems due to the difficulties in accurately modelling dynamics and handling computational demands, particularly in high-dimensional settings.…

Systems and Control · Electrical Eng. & Systems 2024-12-03 Zhexuan Zeng , Ruikun Zhou , Yiming Meng , Jun Liu

Advanced autonomous driving systems require accurate vehicle dynamics modeling. However, identifying a precise dynamics model remains challenging due to strong nonlinearities and the coupled longitudinal and lateral dynamic characteristics.…

Robotics · Computer Science 2026-03-19 Jinyu Miao , Pu Zhang , Rujun Yan , Yifei He , Bowei Zhang , Zheng Fu , Ke Wang , Qi Song , Kun Jiang , Mengmeng Yang , Diange Yang

We derive a data-driven method for the approximation of the Koopman generator called gEDMD, which can be regarded as a straightforward extension of EDMD (extended dynamic mode decomposition). This approach is applicable to deterministic and…

Dynamical Systems · Mathematics 2020-03-18 Stefan Klus , Feliks Nüske , Sebastian Peitz , Jan-Hendrik Niemann , Cecilia Clementi , Christof Schütte

Nonlinear dynamical systems can be handily described by the associated Koopman operator, whose action evolves every observable of the system forward in time. Learning the Koopman operator and its spectral decomposition from data is enabled…

Machine Learning · Computer Science 2023-11-09 Vladimir Kostic , Karim Lounici , Pietro Novelli , Massimiliano Pontil

We analyze the performance of Dynamic Mode Decomposition (DMD)-based approximations of the stochastic Koopman operator for random dynamical systems where either the dynamics or observables are affected by noise. For many DMD algorithms, the…

Dynamical Systems · Mathematics 2022-02-04 Mathias Wanner , Igor Mezić

Advances in machine learning and the growing trend towards effortless data generation in real-world systems has led to an increasing interest for data-inferred models and data-based control in robotics. It seems appealing to govern robots…

Systems and Control · Electrical Eng. & Systems 2025-11-05 Mario Rosenfelder , Lea Bold , Hannes Eschmann , Peter Eberhard , Karl Worthmann , Henrik Ebel

We propose a noise-robust learning framework for the Koopman operator of nonlinear dynamical systems, with guaranteed long-term stability and improved model performance for better model-based predictive control tasks. Unlike some existing…

Dynamical Systems · Mathematics 2025-08-25 Shahriar Akbar Sakib , Shaowu Pan

Providing efficient and accurate parametrizations for model reduction is a key goal in many areas of science and technology. Here we present a strong link between data-driven and theoretical approaches to achieving this goal. Formal…

Chaotic Dynamics · Physics 2021-06-02 Manuel Santos Gutiérrez , Valerio Lucarini , Mickaël D. Chekroun , Michael Ghil