Related papers: Koopman Spectral Analysis from Noisy Measurements …

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,…

This paper proposes a data-driven framework to learn a finite-dimensional approximation of a Koopman operator for approximating the state evolution of a dynamical system under noisy observations. To this end, our proposed solution has two…

The analysis of high-dimensional dynamical systems generally requires the integration of simulation data with experimental measurements. Experimental data often has substantial amounts of measurement noise that compromises the ability to…

This paper presents a novel identification approach of Koopman models of nonlinear systems with inputs under rather general noise conditions. The method uses deep state-space encoders based on the concept of state reconstructability and an…

System identification and Koopman spectral analysis are crucial for uncovering physical laws and understanding the long-term behaviour of stochastic dynamical systems governed by stochastic differential equations (SDEs). In this work, we…

Estimating the state of a dynamical system from a series of noise-corrupted observations is fundamental in many areas of science and engineering. The most well-known method, the Kalman smoother (and the related Kalman filter), relies on…

Recent advancements in sensing and communication facilitate obtaining high-frequency real-time data from various physical systems like power networks, climate systems, biological networks, etc. However, since the data are recorded by…

We present an adaptive smoother for linear state-space models with unknown process and measurement noise covariances. The proposed method utilizes the variational Bayes technique to perform approximate inference. The resulting smoother is…

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…

The Koopman operator has emerged as a powerful tool for the analysis of nonlinear dynamical systems as it provides coordinate transformations to globally linearize the dynamics. While recent deep learning approaches have been useful in…

In this paper we propose a novel approach to compute the Koopman operator from sparse time series data. In recent years there has been considerable interests in operator theoretic methods for data-driven analysis of dynamical systems.…

We consider the training process of a neural network as a dynamical system acting on the high-dimensional weight space. Each epoch is an application of the map induced by the optimization algorithm and the loss function. Using this induced…

Koopman operator theory has served as the basis to extract dynamics for nonlinear system modeling and control across settings, including non-holonomic mobile robot control. There is a growing interest in research to derive robustness…

In this paper, we propose an approach to address the problems with ambiguity in tuning the process and observation noises for a discrete-time linear Kalman filter. Conventional approaches to tuning (e.g. using normalized estimation error…

The Koopman operator framework can be used to identify a data-driven model of a nonlinear system. Unfortunately, when the data is corrupted by noise, the identified model can be biased. Additionally, depending on the choice of lifting…

Koopman operators provide a linear framework for data-driven analyses of nonlinear dynamical systems, but their infinite-dimensional nature presents major computational challenges. In this article, we offer an introductory guide to Koopman…

Nonlinear dynamical systems with symmetries exhibit a rich variety of behaviors, including complex attractor-basin portraits and enhanced and suppressed bifurcations. Symmetry arguments provide a way to study these collective behaviors and…

Here we revisit the classic problem of linear quadratic estimation, i.e. estimating the trajectory of a linear dynamical system from noisy measurements. The celebrated Kalman filter gives an optimal estimator when the measurement noise is…

Soft robots are challenging to model and control as inherent non-linearities (e.g., elasticity and deformation), often requires complex explicit physics-based analytical modeling (e.g., a priori geometric definitions). While machine…

Koopman Mode Decomposition (KMD) is a technique of nonlinear time-series analysis that originates from point spectrum of the Koopman operator defined for an underlying nonlinear dynamical system. We present a numerical algorithm of KMD…