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相关论文: Uncertainty Propagation and Filtering via the Koop…

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Nonlinear dynamical systems are ubiquitous in science and engineering, yet analysis and prediction of these systems remains a challenge. Koopman operator theory circumvents some of these issues by considering the dynamics in the space of…

数值分析 · 数学 2020-02-17 Mason Kamb , Eurika Kaiser , Steven L. Brunton , J. Nathan Kutz

Nonlinear optimal control is vital for numerous applications but remains challenging for unknown systems due to the difficulties in accurately modelling dynamics and handling computational demands, particularly in high-dimensional settings.…

系统与控制 · 电气工程与系统科学 2024-12-03 Zhexuan Zeng , Ruikun Zhou , Yiming Meng , Jun Liu

Sensor measurements are mission-critical for monitoring and controlling power systems because they provide real-time insight into the grid operating condition; however, confidence in these insights depends greatly on the quality of the…

应用统计 · 统计学 2024-03-27 P. Algikar , P. Sharma , M. Netto , L. Mili

Koopman operator theory has served as the basis to extract dynamics for nonlinear system modeling and control across settings, including non-holonomic mobile robot control. There is a growing interest in research to derive robustness…

机器人学 · 计算机科学 2021-04-13 Lu Shi , Konstantinos Karydis

The Koopman operator enables simplified representations for nonlinear systems in data-driven optimal control, but the accompanying uncertainties inevitably induce deviations in the optimal controller and associated value function. This…

系统与控制 · 电气工程与系统科学 2026-04-08 Yicheng Lin , Bingxian Wu , Nan Bai , Yunxiao Ren , Zhongkui Li , Zhisheng Duan

The field of dynamical systems is being transformed by the mathematical tools and algorithms emerging from modern computing and data science. First-principles derivations and asymptotic reductions are giving way to data-driven approaches…

动力系统 · 数学 2021-11-02 Steven L. Brunton , Marko Budišić , Eurika Kaiser , J. Nathan Kutz

A multifidelity method for the nonlinear propagation of uncertainties in the presence of stochastic accelerations is presented. The proposed algorithm treats the uncertainty propagation (UP) problem by separating the propagation of the…

数值分析 · 数学 2025-08-19 Alberto Fossà , Roberto Armellin , Emmanuel Delande , Francesco Sanfedino

Consider a space object in an orbit about the earth. An uncertain initial state can be represented as a point cloud which can be propagated to later times by the laws of Newtonian motion. If the state of the object is represented in…

应用统计 · 统计学 2019-09-25 John T. Kent , Shambo Bhattacharjee , Weston R. Faber , Islam I. Hussein

The Koopman operator allows for handling nonlinear systems through a (globally) linear representation. In general, the operator is infinite-dimensional - necessitating finite approximations - for which there is no overarching framework.…

系统与控制 · 电气工程与系统科学 2021-12-23 Petar Bevanda , Stefan Sosnowski , Sandra Hirche

Nonlinear ordinary differential equations can rarely be solved analytically. Koopman operator theory provides a way to solve nonlinear systems by mapping nonlinear dynamics to a linear space using eigenfunctions. Unfortunately, finding such…

动力系统 · 数学 2022-08-19 Megan Morrison , J. Nathan Kutz

The purpose of this work is mostly expository and aims to elucidate the Jordan-Kinderlehrer-Otto (JKO) scheme for uncertainty propagation, and a variant, the Laugesen-Mehta-Meyn-Raginsky (LMMR) scheme for filtering. We point out that these…

最优化与控制 · 数学 2017-10-03 Abhishek Halder , Tryphon T. Georgiou

The design and analysis of optimal control policies for dynamical systems can be complicated by nonlinear dependence in the state variables. Koopman operators have been used to simplify the analysis of dynamical systems by mapping the flow…

动力系统 · 数学 2019-08-07 Craig Bakker , Steven Rosenthal , Kathleen E. Nowak

Nonlinear dynamical systems with symmetries exhibit a rich variety of behaviors, including complex attractor-basin portraits and enhanced and suppressed bifurcations. Symmetry arguments provide a way to study these collective behaviors and…

The Kalman filter is an established tool for the analysis of dynamic systems with normally distributed noise, and it has been successfully applied in numerous application areas. It provides sequentially calculated estimates of the system…

系统与控制 · 计算机科学 2016-10-26 S. Eichstädt , N. Makarava , C. Elster

A majority of methods from dynamical systems analysis, especially those in applied settings, rely on Poincar\'e's geometric picture that focuses on "dynamics of states". While this picture has fueled our field for a century, it has shown…

动力系统 · 数学 2013-01-01 Marko Budišić , Ryan M. Mohr , Igor Mezić

The Koopman operator is a linear operator that describes the evolution of scalar observables (i.e., measurement functions of the states) in an infinitedimensional Hilbert space. This operator theoretic point of view lifts the dynamics of a…

最优化与控制 · 数学 2021-10-19 Gregory Snyder , Zhuoyuan Song

Extended Kalman Filtering (EKF) can be used to propagate and quantify input uncertainty through a Deep Neural Network (DNN) assuming mild hypotheses on the input distribution. This methodology yields results comparable to existing methods…

机器学习 · 计算机科学 2018-09-18 Jessica S. Titensky , Hayden Jananthan , Jeremy Kepner

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

The Koopman operator has become an essential tool for data-driven analysis, prediction and control of complex systems. The main reason is the enormous potential of identifying linear function space representations of nonlinear dynamics from…

This paper studies the distributed state estimation problem for a class of discrete-time stochastic systems with nonlinear uncertain dynamics over time-varying topologies of sensor networks. An extended state vector consisting of the…

系统与控制 · 计算机科学 2018-09-12 Xingkang He , Xiaocheng Zhang , Wenchao Xue , Haitao Fang