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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…

Data-driven approximations of the Koopman operator are promising for predicting the time evolution of systems characterized by complex dynamics. Among these methods, the approach known as extended dynamic mode decomposition with dictionary…

机器学习 · 计算机科学 2024-03-19 C. Ricardo Constante-Amores , Alec J. Linot , Michael D. Graham

Extended Dynamic Mode Decomposition (EDMD) is a popular data-driven method to approximate the action of the Koopman operator on a linear function space spanned by a dictionary of functions. The accuracy of EDMD model critically depends on…

系统与控制 · 电气工程与系统科学 2022-11-08 Masih Haseli , Jorge Cortés

Nonlinear phenomena can be analyzed via linear techniques using operator-theoretic approaches. Data-driven method called the extended dynamic mode decomposition (EDMD) and its variants, which approximate the Koopman operator associated with…

机器学习 · 计算机科学 2022-05-18 Hiroaki Terao , Sho Shirasaka , Hideyuki Suzuki

Extended dynamic mode decomposition (EDMD) is a well-established method to generate a data-driven approximation of the Koopman operator for analysis and prediction of nonlinear dynamical systems. Recently, kernel EDMD (kEDMD) has gained…

The framework of Koopman operator theory is discussed along with its connections to Dynamic Mode Decomposition (DMD) and (Kernel) Extended Dynamic Mode Decomposition (EDMD). This paper provides a succinct overview with consistent notation.…

数值分析 · 数学 2024-10-07 Christophe Patyn , Geert Deconinck

This paper develops data-driven methods to identify eigenfunctions of the Koopman operator associated to a dynamical system and subspaces that are invariant under the operator. We build on Extended Dynamic Mode Decomposition (EDMD), a…

系统与控制 · 电气工程与系统科学 2021-02-26 Masih Haseli , Jorge Cortés

Koopman operators and transfer operators represent nonlinear dynamics in state space through its induced action on linear spaces of observables and measures, respectively. This framework enables the use of linear operator theory for…

动力系统 · 数学 2025-06-06 Claire Valva , Dimitrios Giannakis

We develop a new generalization of Koopman operator theory that incorporates the effects of inputs and control. Koopman spectral analysis is a theoretical tool for the analysis of nonlinear dynamical systems. Moreover, Koopman is intimately…

最优化与控制 · 数学 2016-02-25 Joshua L. Proctor , Steven L. Brunton , J. Nathan Kutz

We derive a data-driven method for the approximation of the Koopman generator called gEDMD, which can be regarded as a straightforward extension of EDMD (extended dynamic mode decomposition). This approach is applicable to deterministic 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…

最优化与控制 · 数学 2021-10-27 Nibodh Boddupalli

The Koopman operator provides a powerful framework for data-driven analysis of dynamical systems. In the last few years, a wealth of numerical methods providing finite-dimensional approximations of the operator have been proposed (e.g.…

动力系统 · 数学 2021-02-16 Marvyn Gulina , Alexandre Mauroy

Representing nonlinear dynamical systems using the Koopman Operator and its spectrum has distinct advantages in terms of linear interpretability of the model as well as in analysis and control synthesis through the use of well-studied…

系统与控制 · 电气工程与系统科学 2024-11-26 Shankar A. Deka , Umesh Vaidya

In this paper, we propose a novel approach to solving optimization problems by reformulating the optimization problem into a dynamical system, followed by the adaptive spectral Koopman (ASK) method. The Koopman operator, employed in our…

最优化与控制 · 数学 2023-12-25 Mengqi Hu , Bian Li , Yi-An Ma , Yifei Lou , Xiu Yang

For the class of continuous, measure-preserving automorphisms on compact metric spaces, a procedure is proposed for constructing a sequence of finite-dimensional approximations to the associated Koopman operator on a Hilbert space. These…

动力系统 · 数学 2018-12-10 Nithin Govindarajan , Ryan Mohr , Shivkumar Chandrasekaran , Igor Mezić

Extended dynamic mode decomposition (EDMD) is a popular data-driven method to predict the action of the Koopman operator, i.e., the evolution of an observable function along the flow of a dynamical system. In this paper, we leverage a…

最优化与控制 · 数学 2025-03-17 Lea Bold , Manuel Schaller , Irene Schimperna , Karl Worthmann

Extended Dynamic Mode Decomposition (EDMD) is a widely used data-driven algorithm for estimating the Koopman Operator. EDMD extends Dynamic Mode Decomposition (DMD) by lifting the snapshot data using nonlinear dictionary functions before…

系统与控制 · 电气工程与系统科学 2024-10-07 Dipankar Maity , Debdipta Goswami

This paper proposes an original methodology to compute the regions of attraction in hyperbolic and polynomial nonlinear dynamical systems using the eigenfunctions of the discrete-time approximation of the Koopman operator given by the…

系统与控制 · 电气工程与系统科学 2022-09-07 Camilo Garcia-Tenorio , Duvan Tellez-Castro , Eduardo Mojica-Nava , Alain Vande Wouwer

This work introduces the use of the Koopman operator theory to generate approximate analytical solutions for the zonal harmonics problem of a satellite orbiting a non-spherical celestial body. Particularly, the solution proposed directly…

地球与行星天体物理 · 物理学 2021-10-22 David Arnas , Richard Linares

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…

动力系统 · 数学 2025-06-06 Nicolas Boullé , Matthew J. Colbrook