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Dynamic Mode Decomposition (DMD) has become synonymous with the Koopman operator, where continuous time dynamics are examined through a discrete time proxy determined by a fixed timestep using Koopman (i.e. composition) operators. Using the…

Many machine learning approaches for decision making, such as reinforcement learning, rely on simulators or predictive models to forecast the time-evolution of quantities of interest, e.g., the state of an agent or the reward of a policy.…

机器学习 · 计算机科学 2024-01-17 Petar Bevanda , Max Beier , Armin Lederer , Stefan Sosnowski , Eyke Hüllermeier , Sandra Hirche

Machine learning methods allow the prediction of nonlinear dynamical systems from data alone. The Koopman operator is one of them, which enables us to employ linear analysis for nonlinear dynamical systems. The linear characteristics of the…

机器学习 · 计算机科学 2024-10-02 Tomoya Nishikata , Jun Ohkubo

Data-driven techniques for analysis, modeling, and control of complex dynamical systems are on the uptake. Koopman theory provides the theoretical foundation for the popular kernel extended dynamic mode decomposition (kEDMD). In this work,…

最优化与控制 · 数学 2025-10-20 Lea Bold , Friedrich M. Philipp , Manuel Schaller , Karl Worthmann

This paper introduces a new theoretical and computational framework for a data driven Koopman mode analysis of nonlinear dynamics. To alleviate the potential problem of ill-conditioned eigenvectors in the existing implementations of the…

数值分析 · 数学 2024-09-17 Zlatko Drmač , Igor Mezić

We present a data-driven method for spectral analysis of the Koopman operator based on direct construction of the pseudo-resolvent from time-series data. Finite-dimensional approximation of the Koopman operator, such as those obtained from…

动力系统 · 数学 2026-02-23 Yuanchao Xu , Itsushi Sakata , Isao Ishikawa

We present a parallel data-driven strategy to identify finite-dimensional functional spaces invariant under the Koopman operator associated to an unknown dynamical system. We build on the Symmetric Subspace Decomposition (SSD) algorithm, a…

系统与控制 · 电气工程与系统科学 2021-03-30 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

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…

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

We present a data-efficient algorithm for learning models for model-predictive control (MPC). Our approach, Jacobian-Regularized Dynamic-Mode Decomposition (JDMD), offers improved sample efficiency over traditional Koopman approaches based…

机器人学 · 计算机科学 2023-01-31 Brian E. Jackson , Jeong Hun Lee , Kevin Tracy , Zachary Manchester

Koopman operator theory has been gaining momentum for model extraction, planning, and control of data-driven robotic systems. The Koopman operator's ability to extract dynamics from data depends heavily on the selection of an appropriate…

机器人学 · 计算机科学 2021-11-25 Lu Shi , Konstantinos Karydis

We propose a novel method for forecasting the temporal evolution of probability distributions observed at discrete time points. Extending the Dynamic Probability Density Decomposition (DPDD), we embed distributional dynamics into…

应用统计 · 统计学 2025-09-03 Ziyue Wang , Yuko Araki

The Koopman operator provides a powerful framework for representing the dynamics of general nonlinear dynamical systems. However, existing data-driven approaches to learning the Koopman operator rely on batch data. In this work, we present…

机器学习 · 统计学 2026-04-16 Boya Hou , Sina Sanjari , Nathan Dahlin , Alec Koppel , Subhonmesh Bose

Spectral decomposition of the Koopman operator is attracting attention as a tool for the analysis of nonlinear dynamical systems. Dynamic mode decomposition is a popular numerical algorithm for Koopman spectral analysis; however, we often…

机器学习 · 计算机科学 2018-01-31 Naoya Takeishi , Yoshinobu Kawahara , Takehisa Yairi

Starting from measured data, we develop a method to compute the fine structure of the spectrum of the Koopman operator with rigorous convergence guarantees. The method is based on the observation that, in the measure-preserving ergodic…

动力系统 · 数学 2018-08-28 Milan Korda , Mihai Putinar , Igor Mezić

In this work we get insight into the impact of reduced density matrix functionals on the quality of removal/addition energies obtained using the Extended Koopmans' Theorem (EKT). Within reduced density matrix functional theory (RDMFT) the…

强关联电子 · 物理学 2022-12-26 S. Di Sabatino , J. Koskelo , J. A. Berger , P. Romaniello

Dynamic mode decomposition (DMD) is a data-driven technique used for capturing the dynamics of complex systems. DMD has been connected to spectral analysis of the Koopman operator, and essentially extracts spatial-temporal modes of the…

最优化与控制 · 数学 2017-09-12 Byron Heersink , Michael A. Warren , Heiko Hoffmann

Understanding and modeling complex dynamic systems is crucial for enhancing vehicle performance and safety, especially in the context of autonomous driving. Recently, popular methods such as Koopman operators and their approximators, known…

系统与控制 · 电气工程与系统科学 2025-03-11 Chinnawut Nantabut

We develop a framework for dimension reduction, mode decomposition, and nonparametric forecasting of data generated by ergodic dynamical systems. This framework is based on a representation of the Koopman and Perron-Frobenius groups of…

动力系统 · 数学 2017-09-04 Dimitrios Giannakis