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Time-delay embedding is a technique that uses snapshots of state history over time to build a linear state space model of a nonlinear smooth system. We demonstrate that periodic non-smooth or hybrid system can also be modeled as a linear…
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…
In this paper, we propose linear operator theoretic framework involving Koopman operator for the data-driven identification of power system dynamics. We explicitly account for noise in the time series measurement data and propose robust…
This work presents a hybrid modeling approach to data-driven learning and representation of unknown physical processes and closure parameterizations. These hybrid models are suitable for situations where the mechanistic description of…
Koopman spectral analysis has attracted attention for understanding nonlinear dynamical systems by which we can analyze nonlinear dynamics with a linear regime by lifting observations using a nonlinear function. For analysis, we need to…
This paper presents DeepKoCo, a novel model-based agent that learns a latent Koopman representation from images. This representation allows DeepKoCo to plan efficiently using linear control methods, such as linear model predictive control.…
Koopman operators linearize nonlinear dynamical systems, making their spectral information of crucial interest. Numerous algorithms have been developed to approximate these spectral properties, and Dynamic Mode Decomposition (DMD) stands…
When complex systems with nonlinear dynamics achieve an output performance objective, only a fraction of the state dynamics significantly impacts that output. Those minimal state dynamics can be identified using the differential geometric…
Dynamic mode decomposition has emerged as a leading technique to identify spatiotemporal coherent structures from high-dimensional data, benefiting from a strong connection to nonlinear dynamical systems via the Koopman operator. In this…
Deep learning-based reduced order models (DL-ROMs) have been recently proposed to overcome common limitations shared by conventional ROMs - built, e.g., exclusively through proper orthogonal decomposition (POD) - when applied to nonlinear…
Recent deep learning extensions in Koopman theory have enabled compact, interpretable representations of nonlinear dynamical systems which are amenable to linear analysis. Deep Koopman networks attempt to learn the Koopman eigenfunctions…
This paper presents a data-driven method for constructing a Koopman linear model based on the Direct Encoding (DE) formula. The prevailing methods, Dynamic Mode Decomposition (DMD) and its extensions are based on least squares estimates…
Nonlinear dynamical effects are crucial to the operation of many agile robotic systems. Koopman-based model learning methods can capture these nonlinear dynamical system effects in higher dimensional lifted bilinear models that are amenable…
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…
Koopman decomposition is a non-linear generalization of eigen-decomposition, and is being increasingly utilized in the analysis of spatio-temporal dynamics. Well-known techniques such as the dynamic mode decomposition (DMD) and its linear…
Koopman operators are infinite-dimensional operators that linearize nonlinear dynamical systems, facilitating the study of their spectral properties and enabling the prediction of the time evolution of observable quantities. Recent methods…
In analyzing and assessing the condition of dynamical systems, it is necessary to account for nonlinearity. Recent advances in computation have rendered previously computationally infeasible analyses readily executable on common computer…
Kalman filter is a key tool for time-series forecasting and analysis. We show that the dependence of a prediction of Kalman filter on the past is decaying exponentially, whenever the process noise is non-degenerate. Therefore, Kalman filter…
Identifying coordinate transformations that make strongly nonlinear dynamics approximately linear is a central challenge in modern dynamical systems. These transformations have the potential to enable prediction, estimation, and control of…
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…