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A critical challenge in the data-driven modeling of dynamical systems is producing methods robust to measurement error, particularly when data is limited. Many leading methods either rely on denoising prior to learning or on access to large…

Numerical Analysis · Mathematics 2019-09-04 Samuel H. Rudy , J. Nathan Kutz , Steven L. Brunton

The Koopman operator has become an essential tool for data-driven approximation of dynamical (control) systems, e.g., via extended dynamic mode decomposition. Despite its popularity, convergence results and, in particular, error bounds are…

Optimization and Control · Mathematics 2022-02-16 Feliks Nüske , Sebastian Peitz , Friedrich Philipp , Manuel Schaller , Karl Worthmann

We present a general system identification procedure capable of estimating of a broad spectrum of state-space dynamical models, including linear time-invariant (LTI), linear parameter-varying} (LPV), and nonlinear (NL) dynamics, along with…

Optimization and Control · Mathematics 2025-04-17 Alberto Bemporad , Roland Tóth

An efficient technique is introduced for model inference of complex nonlinear dynamical systems driven by noise. The technique does not require extensive global optimization, provides optimal compensation for noise-induced errors and is…

Data Analysis, Statistics and Probability · Physics 2007-05-23 V. N. Smelyanskiy , D. A. Timucin , A. Bandrivskyy , D. G. Luchinsky

This paper addresses the synthesis of interval observers for partially unknown nonlinear systems subject to bounded noise, aiming to simultaneously estimate system states and learn a model of the unknown dynamics. Our approach leverages…

Systems and Control · Electrical Eng. & Systems 2025-04-15 Mohammad Khajenejad , Zeyuan Jin

This paper deals with the noise identification of a linear time-varying stochastic dynamic system described by the state-space model. In particular, the stress is laid on the design of the correlation measurement difference method for…

Signal Processing · Electrical Eng. & Systems 2025-09-12 Oliver Kost , Jindrich Dunik , Ivo Puncochar , Ondrej Straka

Filtering and smoothing algorithms for linear discrete-time state-space models with skewed and heavy-tailed measurement noise are presented. The algorithms use a variational Bayes approximation of the posterior distribution of models that…

Systems and Control · Computer Science 2015-06-30 Henri Nurminen , Tohid Ardeshiri , Robert Piché , Fredrik Gustafsson

This paper introduces a reduced order modeling technique based on Koopman operator theory that gives confidence bounds on the model's predictions. It is based on a data-driven spectral decomposition of the Koopman operator. The reduced…

Dynamical Systems · Mathematics 2025-03-31 Ryan Mohr , Maria Fonoberova , Igor Mezic

This research presents a novel, analytical, Koopman Operator based formulation for position and attitude dynamics which can be used to derive control strategies for underactuated systems. Compared to data driven Koopman based techniques,…

Systems and Control · Electrical Eng. & Systems 2024-07-24 Simone Martini , Kimon P. Valavanis , Margareta Stefanovic

This paper presents a study of the Koopman operator theory and its application to optimal control of a multi-robot system. The Koopman operator, while operating on a set of observation functions of the state vector of a nonlinear system,…

Systems and Control · Electrical Eng. & Systems 2023-05-09 Gang Tao , Qianhong Zhao

The study of multiplicative noise models has a long history in control theory but is re-emerging in the context of complex networked systems and systems with learning-based control. We consider linear system identification with…

Systems and Control · Electrical Eng. & Systems 2020-07-06 Yu Xing , Ben Gravell , Xingkang He , Karl Henrik Johansson , Tyler Summers

In this paper, an extension to rules-based fault detection is demonstrated utilizing properties of the Koopman operator. The Koopman operator is an infinite-dimensional, linear operator that captures nonlinear, finite dimensional dynamics.…

Systems and Control · Computer Science 2017-03-22 Michael Georgescu , Sophie Loire , Don Kasper , Igor Mezic

Estimation of a dynamical system's latent state subject to sensor noise and model inaccuracies remains a critical yet difficult problem in robotics. While Kalman filters provide the optimal solution in the least squared sense for linear and…

Robotics · Computer Science 2022-02-10 Fahira Afzal Maken , Fabio Ramos , Lionel Ott

We address the problem of learning a neural Koopman operator model that provides dissipativity guarantees for an unknown nonlinear dynamical system that is known to be dissipative. We propose a two-stage approach. First, we learn an…

Systems and Control · Electrical Eng. & Systems 2025-10-03 Yuezhu Xu , S. Sivaranjani , Vijay Gupta

The Koopman framework is a popular approach to transform a finite dimensional nonlinear system into an infinite dimensional, but linear model through a lifting process, using so-called observable functions. While there is an extensive…

Systems and Control · Electrical Eng. & Systems 2023-12-18 Lucian Cristian Iacob , Maarten Schoukens , Roland Tóth

Over the past decades, the Koopman operator has been widely applied in data-driven control, yet its theoretical foundations remain underexplored. This paper establishes a unified framework to address the robust stabilization problem in…

Systems and Control · Electrical Eng. & Systems 2025-08-18 Yicheng Lin , Bingxian Wu , Nan Bai , Zhiyong Sun , Yunxiao Ren , Chuanze Chen , Zhisheng Duan

In many scenarios, it is necessary to monitor a complex system via a time-series of observations and determine when anomalous exogenous events have occurred so that relevant actions can be taken. Determining whether current observations are…

Machine Learning · Computer Science 2022-09-20 Alex Mallen , Christoph A. Keller , J. Nathan Kutz

Data-driven model predictive control based on Willems' fundamental lemma has proven effective for linear systems, but extending stability guarantees to nonlinear systems remains an open challenge. In this paper, we establish conditions…

Systems and Control · Electrical Eng. & Systems 2026-03-19 Amin Taghieh , SangWoo Park

In this paper, we propose a non-parametric method for state estimation of high-dimensional nonlinear stochastic dynamical systems, which evolve according to gradient flows with isotropic diffusion. We combine diffusion maps, a manifold…

Signal Processing · Electrical Eng. & Systems 2019-02-26 Tal Shnitzer , Ronen Talmon , Jean-Jacques Slotine

Few-shot adaptation is a challenging problem in the context of simulation-to-real transfer in robotics, requiring safe and informative data collection. In physical systems, additional challenge may be posed by domain noise, which is present…

Machine Learning · Computer Science 2020-10-19 Karol Arndt , Ali Ghadirzadeh , Murtaza Hazara , Ville Kyrki