Related papers: Kernel EDMD for data-driven nonlinear Koopman MPC …
Dynamic Mode Decomposition (DMD) describes complex dynamic processes through a hierarchy of simpler coherent features. DMD is regularly used to understand the fundamental characteristics of turbulence and is closely related to Koopman…
We present a data-efficient algorithm for learning models for model-predictive control (MPC). Our approach, Jacobian-Regularized Dynamic-Mode Decomposition (JDMD), offers improved sample efficiency over traditional Koopman approaches based…
Dynamic mode decomposition (DMD) is a data-driven method of extracting spatial-temporal coherent modes from complex systems and providing an equation-free architecture to model and predict systems. However, in practical applications, the…
In this paper, we analyze stability of nonlinear model predictive control (MPC) using data-driven surrogate models in the optimization step. First, we establish asymptotic stability of the origin, a controlled steady state, w.r.t. the MPC…
In recent years, there has been a growing interest in data-driven approaches in physics, such as extended dynamic mode decomposition (EDMD). The EDMD algorithm focuses on nonlinear time-evolution systems, and the constructed Koopman matrix…
Global information about dynamical systems can be extracted by analysing associated infinite-dimensional transfer operators, such as Perron-Frobenius and Koopman operators as well as their infinitesimal generators. In practice, these…
This paper develops a parametric Koopman operator framework for Stochastic Model Predictive Control (SMPC), where the Koopman operator is parametrized by Polynomial Chaos Expansions (PCEs). The model is learned from data using the Extended…
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…
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…
Simulating dynamics of open quantum systems is sometimes a significant challenge, despite the availability of various exact or approximate methods. Particularly when dealing with complex systems, the huge computational cost will largely…
In this paper, we provide an algorithm for online computation of Koopman operator in real-time using streaming data. In recent years, there has been an increased interest in data-driven analysis of dynamical systems, with operator theoretic…
This paper describes the optimal selection of a control policy to program the steady state of controlled nonlinear systems with hyperbolic fixed points. This work is motivated by the field of synthetic biology, in which saddle points are…
While Koopman-based techniques like extended Dynamic Mode Decomposition are nowadays ubiquitous in the data-driven approximation of dynamical systems, quantitative error estimates were only recently established. To this end, both sources of…
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…
Achieving rapid and time-deterministic stabilization for complex systems characterized by strong nonlinearities and parametric uncertainties presents a significant challenge. Traditional model-based control relies on precise system models,…
This paper presents a novel approach for estimating the Koopman operator defined on a reproducing kernel Hilbert space (RKHS) and its spectra. We propose an estimation method, what we call Jet Extended Dynamic Mode Decomposition (JetEDMD),…
We present Stochastic Dynamic Mode Decomposition (SDMD), a novel data-driven framework for approximating the Koopman semigroup in stochastic dynamical systems. Unlike existing methods, SDMD explicitly incorporates sampling time into its…
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…
We present a purely data-driven method to pinpoint generation plants that significantly contribute to poorly damped oscillations as part of post-event analysis. First, Extended Dynamic Mode Decomposition (EDMD) is applied on PMU data from…
Extended dynamic mode decomposition (EDMD) provides a class of algorithms to identify patterns and effective degrees of freedom in complex dynamical systems. We show that the modes identified by EDMD correspond to those of compact…