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The framework of Koopman operator theory is discussed along with its connections to Dynamic Mode Decomposition (DMD) and (Kernel) Extended Dynamic Mode Decomposition (EDMD). This paper provides a succinct overview with consistent notation.…

Numerical Analysis · Mathematics 2024-10-07 Christophe Patyn , Geert Deconinck

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

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

Finding an embedding space for a linear approximation of a nonlinear dynamical system enables efficient system identification and control synthesis. The Koopman operator theory lays the foundation for identifying the nonlinear-to-linear…

Machine Learning · Computer Science 2020-04-28 Yunzhu Li , Hao He , Jiajun Wu , Dina Katabi , Antonio Torralba

Trajectory optimization is a widely used tool in the design and control of dynamical systems. Typically, not only nonlinear dynamics, but also couplings of the initial and final condition through implicit boundary constraints render the…

Optimization and Control · Mathematics 2024-12-05 Mohamed Abou-Taleb , Maximilian Raff , Kathrin Flaßkamp , C. David Remy

The Koopman operator provides a powerful framework for representing the dynamics of general nonlinear dynamical systems. Data-driven techniques to learn the Koopman operator typically assume that the chosen function space is closed under…

Machine Learning · Statistics 2025-02-06 Boya Hou , Sina Sanjari , Nathan Dahlin , Alec Koppel , Subhonmesh Bose

Many machine learning approaches for decision making, such as reinforcement learning, rely on simulators or predictive models to forecast the time-evolution of quantities of interest, e.g., the state of an agent or the reward of a policy.…

Machine Learning · Computer Science 2024-01-17 Petar Bevanda , Max Beier , Armin Lederer , Stefan Sosnowski , Eyke Hüllermeier , Sandra Hirche

In this paper, a novel Koopman-type inverse operator for linear time-invariant non-minimum phase systems with stochastic disturbances is proposed. This operator employs functions of the desired output to directly calculate the input.…

Systems and Control · Electrical Eng. & Systems 2023-05-09 Yuhan Li , Xiaoqiang Ji

This paper presents preliminary work on computing upper bounds on the estimation error covariance in the framework of the extended Kalman filter. The approach taken is using quadratic constraints to bound the dynamic nonlinearities and use…

Optimization and Control · Mathematics 2024-10-14 Sze Kwan Cheah , Yingjie Hu

We develop an improved bound for the approximation error of the Nystr\"{o}m method under the assumption that there is a large eigengap in the spectrum of kernel matrix. This is based on the empirical observation that the eigengap has a…

Machine Learning · Computer Science 2012-09-04 Mehrdad Mahdavi , Tianbao Yang , Rong Jin

We present an approach to construct approximate Koopman-type decompositions for dynamical systems depending on static or time-varying parameters. Our method simultaneously constructs an invariant subspace and a parametric family of…

Optimization and Control · Mathematics 2024-11-12 Yue Guo , Milan Korda , Ioannis G. Kevrekidis , Qianxiao Li

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…

Numerical Analysis · Mathematics 2024-02-26 Ata Deniz Aydin , Aurelian Gheondea

Reduced modeling in high-dimensional reproducing kernel Hilbert spaces offers the opportunity to approximate efficiently non-linear dynamics. In this work, we devise an algorithm based on low rank constraint optimization and kernel-based…

Machine Learning · Computer Science 2020-02-23 Patrick Heas , Cedric Herzet , Benoit Combes

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 operator theory shows how nonlinear dynamical systems can be represented as an infinite-dimensional, linear operator acting on a Hilbert space of observables of the system. However, determining the relevant modes and eigenvalues of…

Machine Learning · Computer Science 2022-04-06 Daniel J. Alford-Lago , Christopher W. Curtis , Alexander T. Ihler , Opal Issan

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

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

The Koopman operator provides a powerful framework for representing the dynamics of general nonlinear dynamical systems. However, existing data-driven approaches to learning the Koopman operator rely on batch data. In this work, we present…

Machine Learning · Statistics 2026-04-16 Boya Hou , Sina Sanjari , Nathan Dahlin , Alec Koppel , Subhonmesh Bose

Mobile robot navigation can be challenged by system uncertainty. For example, ground friction may vary abruptly causing slipping, and noisy sensor data can lead to inaccurate feedback control. Traditional model-based methods may be limited…

Robotics · Computer Science 2025-05-01 Xiaobin Zhang , Mohamed Karim Bouafoura , Lu Shi , Konstantinos Karydis
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