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In this paper, a data-driven nonparametric approach is presented for forecasting the probability density evolution of stochastic dynamical systems. The method is based on stochastic Koopman operator and extended dynamic mode decomposition…

Numerical Analysis · Mathematics 2022-10-12 Meng Zhao , Lijian Jiang

The dynamic mode decomposition (DMD) has become a leading tool for data-driven modeling of dynamical systems, providing a regression framework for fitting linear dynamical models to time-series measurement data. We present a simple…

Numerical Analysis · Mathematics 2017-04-11 Travis Askham , J. Nathan Kutz

Analyzing the spectral properties of the Koopman operator is crucial for understanding and predicting the behavior of complex stochastic dynamical systems. However, the accuracy of data-driven estimation methods, such as Extended Dynamic…

Dynamical Systems · Mathematics 2025-09-08 Yuanchao Xu , Jing Liu , Zhongwei Shen , Isao Ishikawa

MPC is widely used in real-time applications, but practical implementations are typically restricted to convex QP formulations to ensure fast and certified execution. Koopman-based MPC enables QP-based control of nonlinear systems by…

Systems and Control · Electrical Eng. & Systems 2026-01-21 Liang Wu , Wallace Gian Yion Tan , Leqi Zhou , Richard D. Braatz , Jan Drgona

In this work, we present a method which determines optimal multi-step dynamic mode decomposition (DMD) models via entropic regression, which is a nonlinear information flow detection algorithm. Motivated by the higher-order DMD (HODMD)…

Machine Learning · Statistics 2024-06-19 Christopher W. Curtis , Erik Bollt , Daniel Jay Alford-Lago

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…

Dynamical Systems · Mathematics 2025-08-25 Shahriar Akbar Sakib , Shaowu Pan

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…

Optimization and Control · Mathematics 2022-11-15 Manuel Schaller , Karl Worthmann , Friedrich Philipp , Sebastian Peitz , Feliks Nüske

In this paper, we systematically derive a finite set of Koopman based observables to construct a lifted linear state space model that describes the rigid body dynamics based on the dual quaternion representation. In general, the Koopman…

Systems and Control · Electrical Eng. & Systems 2022-09-20 Vrushabh Zinage , Efstathios Bakolas

Reduced order modelling relies on representing complex dynamical systems using simplified modes, which can be achieved through Koopman operator analysis. However, computing Koopman eigen pairs for high-dimensional observable data can be…

Dynamical Systems · Mathematics 2023-06-09 Neranjaka Jayarathne , Erik M. Bollt

This paper presents a Koopman lifting linearization method that is applicable to nonlinear dynamical systems having both stable and unstable regions. It is known that DMD and other standard data-driven methods face a fundamental difficulty…

Machine Learning · Computer Science 2023-01-18 Jerry Ng , H. Harry Asada

The Dynamic-Mode Decomposition (DMD) is a well established data-driven method of finding temporally evolving linear-mode decompositions of nonlinear time series. Traditionally, this method presumes that all relevant dimensions are sampled…

Dynamical Systems · Mathematics 2021-01-13 Christopher W. Curtis , Daniel Jay Alford-Lago

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…

Machine Learning · Statistics 2020-12-14 Tomoharu Iwata , Yoshinobu Kawahara

A new dynamic mode decomposition (DMD) method is introduced for simultaneous online system identification and denoising in conjunction with the adoption of an extended Kalman filter algorithm\color{black}. The present paper explains the…

Fluid Dynamics · Physics 2019-03-06 Taku Nonomura , Hisaichi Shibata , Ryoji Takaki

Controlling nonlinear dynamical systems remains a central challenge in a wide range of applications, particularly when accurate first-principle models are unavailable. Data-driven approaches offer a promising alternative by designing…

Systems and Control · Electrical Eng. & Systems 2025-12-23 Robin Strässer , Karl Worthmann , Igor Mezić , Julian Berberich , Manuel Schaller , Frank Allgöwer

Koopman-based lifted linear identification have been widely used for data-driven prediction and model predictive control (MPC) of nonlinear systems. It has found applications in flow-control, soft robotics, and unmanned aerial vehicles…

Systems and Control · Electrical Eng. & Systems 2025-01-15 Shahab Ataei , Dipankar Maity , Debdipta Goswami

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

Autonomous driving technologies have received notable attention in the past decades. In autonomous driving systems, identifying a precise dynamical model for motion control is nontrivial due to the strong nonlinearity and uncertainty in…

Systems and Control · Electrical Eng. & Systems 2023-08-11 Yongqian Xiao , Xinglong Zhang , Xin Xu , Xueqing Liu , Jiahang Liu

In the development of model predictive controllers for PDE-constrained problems, the use of reduced order models is essential to enable real-time applicability. Besides local linearization approaches, Proper Orthogonal Decomposition (POD)…

Optimization and Control · Mathematics 2020-12-15 Sebastian Peitz , Stefan Klus

This paper extends the Willems' Fundamental Lemma to nonlinear control-affine systems using the Koopman bilinear realization. This enables us to bypass the Extended Dynamic Mode Decomposition (EDMD)-based system identification step in…

Optimization and Control · Mathematics 2025-05-07 Zuxun Xiong , Zhenyi Yuan , Keyan Miao , Han Wang , Jorge Cortes , Antonis Papachristodoulou

We introduce a comprehensive data-driven framework aimed at enhancing the modeling of physical systems, employing inference techniques and machine learning enhancements. As a demonstrative application, we pursue the modeling of cathodic…

Computational Physics · Physics 2025-02-04 Christian Jacobsen , Jiayuan Dong , Mehdi Khalloufi , Xun Huan , Karthik Duraisamy , Maryam Akram , Wanjiao Liu