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Motivated by the surge of interest in Koopman operator theory, we propose a machine-learning alternative based on a functional Bayesian perspective for operator-theoretic modeling of unknown, data-driven, nonlinear dynamical systems. This…

机器学习 · 计算机科学 2024-11-04 Kan Li , José C. Príncipe

Koopman operator is a composition operator defined for a dynamical system described by nonlinear differential or difference equation. Although the original system is nonlinear and evolves on a finite-dimensional state space, the Koopman…

系统与控制 · 计算机科学 2018-05-08 Yoshihiko Susuki , Igor Mezic , Fredrik Raak , Takashi Hikihara

The Koopman operator is a powerful approach to global stability analysis of nonlinear systems, which provides a systematic procedure for Lyapunov function design. In this framework, Lyapunov functions are obtained through the eigenfunctions…

动力系统 · 数学 2026-04-13 François-Grégoire Bierwart , Alexandre Mauroy

Koopman analysis of a general dynamics system provides a linear Koopman operator and an embedded eigenfunction space, enabling the application of standard techniques from linear analysis. However, in practice, deriving exact operators and…

系统与控制 · 电气工程与系统科学 2025-04-29 Alexander Estornell , Leonard Jung , Alenna Spiro , Mario Sznaier , Michael Everett

Time-dependent structural reliability analysis of nonlinear dynamical systems is non-trivial; subsequently, scope of most of the structural reliability analysis methods is limited to time-independent reliability analysis only. In this work,…

机器学习 · 统计学 2024-09-21 Navaneeth N. , Souvik Chakraborty

The Koopman operator induced by a dynamical system is inherently linear and provides an alternate method of studying many properties of the system, including attractor reconstruction and forecasting. Koopman eigenfunctions represent the…

动力系统 · 数学 2020-11-26 Suddhasattwa Das , Dimitrios Giannakis

Kernel adaptive filtering (KAF) integrates traditional linear algorithms with kernel methods to generate nonlinear solutions in the input space. The standard approach relies on the representer theorem and the kernel trick to perform…

信号处理 · 电气工程与系统科学 2025-01-16 Kan Li , Jose C. Principe

Functional regression is very crucial in functional data analysis and a linear relationship between scalar response and functional predictor is often assumed. However, the linear assumption may not hold in practice, which makes the methods…

统计方法学 · 统计学 2023-01-18 Rou Zhong , Dongxue Wang , Jingxiao Zhang

We consider Koopman operator theory in the context of nonlinear infinite-dimensional systems, where the operator is defined over a space of bounded continuous functionals. The properties of the Koopman semigroup are described and a…

偏微分方程分析 · 数学 2021-10-07 Alexandre Mauroy

The Koopman operator, as a linear representation of a nonlinear dynamical system, has been attracting attention in many fields of science. Recently, Koopman operator theory has been combined with another concept that is popular in data…

机器学习 · 计算机科学 2026-02-05 Septimus Boshoff , Sebastian Peitz , Stefan Klus

Koopman operator, as a fully linear representation of nonlinear dynamical systems, if well-defined on a reproducing kernel Hilbert space (RKHS), can be efficiently learned from data. For stability analysis and control-related problems, it…

系统与控制 · 电气工程与系统科学 2025-11-11 Wentao Tang , Xiuzhen Ye

Extended Dynamic Mode Decomposition (EDMD) is a popular data-driven method to approximate the Koopman operator for deterministic and stochastic (control) systems. This operator is linear and encompasses full information on the (expected…

Kernel adaptive filters (KAF) are a class of powerful nonlinear filters developed in Reproducing Kernel Hilbert Space (RKHS). The Gaussian kernel is usually the default kernel in KAF algorithms, but selecting the proper kernel size…

机器学习 · 统计学 2016-05-10 Badong Chen , Junli Liang , Nanning Zheng , Jose C. Principe

Forecasting in probabilistic time series is a complex endeavor that extends beyond predicting future values to also quantifying the uncertainty inherent in these predictions. Gaussian process regression stands out as a Bayesian machine…

Analyzing the inner mechanisms of deep neural networks is a fundamental task in machine learning. Existing work provides limited analysis or it depends on local theories, such as fixed-point analysis. In contrast, we propose to analyze…

机器学习 · 计算机科学 2023-02-24 Ilan Naiman , Omri Azencot

Unlike the conventional kernel adaptive filtering (KAF) approach of using a fixed kernel to define the Reproducing Kernel Hilbert Space (RKHS), this paper embeds the statistics of the input data in the kernel definition, obtaining a…

信号处理 · 电气工程与系统科学 2025-10-21 Benjamin Colburn , Luis G. Sanchez Giraldo , Kan Li , Jose C. Principe

The Koopman operator has emerged as a powerful tool for the analysis of nonlinear dynamical systems as it provides coordinate transformations to globally linearize the dynamics. While recent deep learning approaches have been useful in…

动力系统 · 数学 2020-06-23 Shaowu Pan , Karthik Duraisamy

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…

Koopman operator theory enables a global linear representation of a given nonlinear dynamical system by transforming the nonlinear dynamics into a higher dimensional observable function space where the evolution of observable functions is…

系统与控制 · 电气工程与系统科学 2020-10-15 Sang Hwan Son , Abhinav Narasingam , Joseph Sang-Il Kwon

Temporal distributional shifts, with underlying dynamics changing over time, frequently occur in real-world time series and pose a fundamental challenge for deep neural networks (DNNs). In this paper, we propose a novel deep sequence model…

机器学习 · 计算机科学 2023-03-01 Rui Wang , Yihe Dong , Sercan Ö. Arik , Rose Yu