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Accurate long-term predictions are the foundations for many machine learning applications and decision-making processes. However, building accurate long-term prediction models remains challenging due to the limitations of existing temporal…

Machine Learning · Computer Science 2023-09-20 Kshitij Tayal , Arvind Renganathan , Rahul Ghosh , Xiaowei Jia , Vipin Kumar

Singular Spectrum Analysis (SSA) or Singular Value Decomposition (SVD) are often used to de-noise univariate time series or to study their spectral profile. Both techniques rely on the eigendecomposition of the cor- relation matrix…

Signal Processing · Electrical Eng. & Systems 2018-07-30 A. M. Tomé , D. Malafaia , A. R. Teixeira , E. W. Lang

The Koopman operator is beneficial for analyzing nonlinear and stochastic dynamics; it is linear but infinite-dimensional, and it governs the evolution of observables. The extended dynamic mode decomposition (EDMD) is one of the famous…

Numerical Analysis · Mathematics 2022-05-18 Jun Ohkubo

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

Singular value decomposition (SVD) is one of the most popular compression methods that approximate a target matrix with smaller matrices. However, standard SVD treats the parameters within the matrix with equal importance, which is a simple…

Computation and Language · Computer Science 2022-12-19 Ting Hua , Yen-Chang Hsu , Felicity Wang , Qian Lou , Yilin Shen , Hongxia Jin

The control of legged robots, particularly humanoid and quadruped robots, presents significant challenges due to their high-dimensional and nonlinear dynamics. While linear systems can be effectively controlled using methods like Model…

Robotics · Computer Science 2025-06-04 Feihan Li , Abulikemu Abuduweili , Yifan Sun , Rui Chen , Weiye Zhao , Changliu Liu

Numerical approximation methods for the Koopman operator have advanced considerably in the last few years. In particular, data-driven approaches such as dynamic mode decomposition (DMD) and its generalization, the extended-DMD (EDMD), are…

Dynamical Systems · Mathematics 2017-10-25 Qianxiao Li , Felix Dietrich , Erik M. Bollt , Ioannis G. Kevrekidis

Extended Dynamic Mode Decomposition (EDMD) is a widely-used data-driven approach to learn an approximation of the Koopman operator. Consequently, it provides a powerful tool for data-driven analysis, prediction, and control of nonlinear…

Systems and Control · Electrical Eng. & Systems 2024-08-23 Yang Guo , Manuel Schaller , Karl Worthmann , Stefan Streif

We introduce the Rigged Dynamic Mode Decomposition (Rigged DMD) algorithm, which computes generalized eigenfunction decompositions of Koopman operators. By considering the evolution of observables, Koopman operators transform complex…

Dynamical Systems · Mathematics 2024-12-04 Matthew J. Colbrook , Catherine Drysdale , Andrew Horning

Any deterministic autonomous dynamical system may be globally linearized by its' Koopman operator. This object is typically infinite-dimensional and can be approximated by the so-called Dynamic Mode Decomposition (DMD). In DMD, the central…

Dynamical Systems · Mathematics 2023-12-14 Gowtham S Seenivasaharagavan , Milan Korda , Hassan Arbabi , Igor Mezić

The discovery of linear embedding is the key to the synthesis of linear control techniques for nonlinear systems. In recent years, while Koopman operator theory has become a prominent approach for learning these linear embeddings through…

Robotics · Computer Science 2026-03-02 Rajpal Singh , Chandan Kumar Sah , Jishnu Keshavan

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

Nonlinear coupled systems are ubiquitous in science and engineering. The analysis and modeling of such systems is challenging due to their high dimensionality and complex interactions among subsystems. In recent years, operator-theoretic…

Machine Learning · Computer Science 2026-05-05 Tatsuya Naoi , Jun Ohkubo

Koopman spectral analysis has attracted attention for nonlinear dynamical systems since we can analyze nonlinear dynamics with a linear regime by embedding data into a Koopman space by a nonlinear function. For the analysis, we need to find…

Machine Learning · Statistics 2021-02-10 Tomoharu Iwata , Yoshinobu Kawahara

We present a data-driven method for spectral analysis of the Koopman operator based on direct construction of the pseudo-resolvent from time-series data. Finite-dimensional approximation of the Koopman operator, such as those obtained from…

Dynamical Systems · Mathematics 2026-02-23 Yuanchao Xu , Itsushi Sakata , Isao Ishikawa

Koopman operators and transfer operators represent nonlinear dynamics in state space through its induced action on linear spaces of observables and measures, respectively. This framework enables the use of linear operator theory for…

Dynamical Systems · Mathematics 2025-06-06 Claire Valva , Dimitrios Giannakis

Nonlinear differential equations are encountered as models of fluid flow, spiking neurons, and many other systems of interest in the real world. Common features of these systems are that their behaviors are difficult to describe exactly and…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Zexin Sun , Mingyu Chen , John Baillieul

Quantum-inspired singular value decomposition (SVD) is a technique to perform SVD in logarithmic time with respect to the dimension of a matrix, given access to the matrix embedded in a segment-tree data structure. The speedup is possible…

Quantum Physics · Physics 2022-09-27 Iori Takeda , Souichi Takahira , Kosuke Mitarai , Keisuke Fujii

In the development of model predictive controllers for PDE-constrained problems, the use of reduced order models is essential to enable real-time applicability. Besides local linearization approaches, Proper Orthogonal Decomposition (POD)…

Optimization and Control · Mathematics 2020-12-15 Sebastian Peitz , Stefan Klus

The Koopman operator is a linear operator that describes the evolution of scalar observables (i.e., measurement functions of the states) in an infinitedimensional Hilbert space. This operator theoretic point of view lifts the dynamics of a…

Optimization and Control · Mathematics 2021-10-19 Gregory Snyder , Zhuoyuan Song