Related papers: Polynomial Parametric Koopman Operators for Stocha…
In this work, we address the challenge of approximating unknown system dynamics and costs by representing them as a bilinear system using Koopman-based Inverse Optimal Control (IOC). Using optimal trajectories, we construct a bilinear…
The theory of Koopman operators allows to deploy non-parametric machine learning algorithms to predict and analyze complex dynamical systems. Estimators such as principal component regression (PCR) or reduced rank regression (RRR) in kernel…
The coefficient function of the leading differential operator is estimated from observations of a linear stochastic partial differential equation (SPDE). The estimation is based on continuous time observations which are localised in space.…
The Koopman operator theory is an increasingly popular formalism of dynamical systems theory which enables analysis and prediction of the nonlinear dynamics from measurement data. Building on the recent development of the Koopman model…
Koopman operator theory provides a framework for nonlinear dynamical system analysis and time-series forecasting by mapping dynamics to a space of real-valued measurement functions, enabling a linear operator representation. Despite the…
Any deterministic autonomous dynamical system may be globally linearized by its' Koopman operator. This object is typically infinite-dimensional and can be approximated by the so-called Dynamic Mode Decomposition (DMD). In DMD, the central…
Koopman-based neural MPC models generate time-varying dynamics from historical data, but preserve convexity by enforcing that the system operator is independent of the current control input. This conditional independence constraint limits…
Operator learning (OL) has emerged as a powerful tool in scientific machine learning (SciML) for approximating mappings between infinite-dimensional functional spaces. One of its main applications is learning the solution operator of…
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…
In this paper, we propose a novel algorithm for learning the Koopman operator of a dynamical system from a \textit{small} amount of training data. In many applications of data-driven modeling, e.g. biological network modeling,…
Koopman operators are infinite-dimensional operators that globally linearize nonlinear dynamical systems, making their spectral information valuable for understanding dynamics. However, Koopman operators can have continuous spectra and…
System identification based on Koopman operator theory has grown in popularity recently. Spectral properties of the Koopman operator of a system were proven to relate to properties like invariant sets, stability, periodicity, etc. of the…
Over the last few years there have been dramatic advances in our understanding of mathematical and computational models of complex systems in the presence of uncertainty. This has led to a growth in the area of uncertainty quantification as…
This study addresses the inverse problem of parameter estimation for Stochastic Differential Equations (SDEs) by minimizing a regularized discrepancy functional via Stochastic Gradient Descent (SGD). To achieve computational efficiency, we…
System representations inspired by the infinite-dimensional Koopman operator (generator) are increasingly considered for predictive modeling. Due to the operator's linearity, a range of nonlinear systems admit linear predictor…
This letter presents an analytical linear parameter-varying (LPV) representation of quadrotor dynamics utilizing Koopman theory, facilitating computationally efficient linear model predictive control (LMPC) for real-time trajectory…
The Koopmanization embeds the bilinearization via the action of the infinitesimal stochastic Koopman operator on the observables associated with the controlled nonlinear It\^o stochastic differential system without explicit linearizations.…
Extended dynamic mode decomposition (EDMD) is a data-driven algorithm for approximating spectral data of the Koopman operator associated to a dynamical system, combining a Galerkin method of order N and collocation method of order M.…
We analyze the performance of Dynamic Mode Decomposition (DMD)-based approximations of the stochastic Koopman operator for random dynamical systems where either the dynamics or observables are affected by noise. For many DMD algorithms, the…
This paper presents a stochastic model predictive control (SMPC) algorithm for linear systems subject to additive Gaussian mixture disturbances, with the goal of satisfying chance constraints. We focus on a special case where each Gaussian…