Related papers: $L^\infty$-error bounds for approximations of the …
This paper proposes and studies a numerical method for approximation of posterior expectations based on interpolation with a Stein reproducing kernel. Finite-sample-size bounds on the approximation error are established for posterior…
A popular technique used to obtain linear representations of nonlinear systems is the so-called Koopman approach, where the nonlinear dynamics are lifted to a (possibly infinite dimensional) linear space through nonlinear functions called…
Spectral decomposition of the Koopman operator is attracting attention as a tool for the analysis of nonlinear dynamical systems. Dynamic mode decomposition is a popular numerical algorithm for Koopman spectral analysis; however, we often…
The Koopman operator plays a crucial role in analyzing the global behavior of dynamical systems. Existing data-driven methods for approximating the Koopman operator or discovering the governing equations of the underlying system typically…
Empirical Dynamic Modeling (EDM) is a state-of-the-art non-linear time-series analysis framework. Despite its wide applicability, EDM was not scalable to large datasets due to its expensive computational cost. To overcome this obstacle,…
Online optimal control of quadrupedal robots would enable them to plan their movement in novel scenarios. Linear Model Predictive Control (LMPC) has emerged as a practical approach for real-time control. In LMPC, an optimization problem…
We report a new approach to estimating power system inertia directly from time-series data on power system dynamics. The approach is based on the so-called Koopman Mode Decomposition (KMD) of such dynamic data, which is a nonlinear…
We present parameter-interpolated dynamic mode decomposition (piDMD), a parametric reduced-order modeling framework that embeds known parameter-affine structure directly into the DMD regression step. Unlike existing parametric DMD methods…
This paper derives conditions under which Model Predictive Control (MPC) with terminal conditions, using a data-driven surrogate model as a prediction model, asymptotically stabilizes the plant despite approximation errors. In particular,…
The problem of recovering the configuration of points from their partial pairwise distances, referred to as the Euclidean Distance Matrix Completion (EDMC) problem, arises in a broad range of applications, including sensor network…
The problem of data-driven identification of coherent observables of measure-preserving, ergodic dynamical systems is studied using kernel integral operator techniques. An approach is proposed whereby complex-valued observables with…
This paper investigates the impact of approximation error in data-driven optimal control problem of nonlinear systems while using the Koopman operator. While the Koopman operator enables a simplified representation of nonlinear dynamics…
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…
This article introduces an advanced Koopman mode decomposition (KMD) technique -- coined Featurized Koopman Mode Decomposition (FKMD) -- that uses delay embedding and a learned Mahalanobis distance to enhance analysis and prediction of high…
We find probability error bounds for approximations of functions $f$ in a separable reproducing kernel Hilbert space $\mathcal{H}$ with reproducing kernel $K$ on a base space $X$, firstly in terms of finite linear combinations of functions…
A novel dynamic mode decomposition (DMD) method based on a Kalman filter is proposed. This paper explains the fast algorithm of the proposed Kalman filter DMD (KFDMD) in combination with truncated proper orthogonal decomposition for…
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…
Dynamic mode decomposition (DMD) is a widely used data-driven algorithm for predicting the future states of dynamical systems. However, its standard formulation often struggles with poor long-term predictive accuracy. To address this…
The Koopman operator framework provides a perspective that non-linear dynamics can be described through the lens of linear operators acting on function spaces. As the framework naturally yields linear embedding models, there have been…
In this paper, we propose a general approach for approximate simulation and analysis of delay differential equations (DDEs) with distributed time delays based on methods for ordinary differential equations (ODEs). The key innovation is that…