相关论文: KALIKO: Kalman-Implicit Koopman Operator Learning …

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,…

We present the Koopman-Inspired Learned Observations Extended Kalman Filter (KILO-EKF), which combines a standard EKF prediction step with a correction step based on a Koopman-inspired measurement model learned from data. By lifting…

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…

We introduce Conformal Online Learning of Koopman embeddings (COLoKe), a novel framework for adaptively updating Koopman-invariant representations of nonlinear dynamical systems from streaming data. Our modeling approach combines deep…

The accurate modeling of dynamics in interactive environments is critical for successful long-range prediction. Such a capability could advance Reinforcement Learning (RL) and Planning algorithms, but achieving it is challenging.…

Traditional control methods often show limitations in dealing with complex nonlinear systems, especially when it is difficult to accurately obtain the exact system model, and the control accuracy and stability are difficult to guarantee. To…

This paper investigates the generalisability of Koopman-based representations for chaotic dynamical systems, focusing on their transferability across prediction and control tasks. Using the Lorenz system as a testbed, we propose a…

Koopman operator theory is a popular candidate for data-driven modeling because it provides a global linearization representation for nonlinear dynamical systems. However, existing Koopman operator-based methods suffer from shortcomings in…

The Koopman framework proposes a linear representation of finite-dimensional nonlinear systems through a generally infinite-dimensional globally linear embedding. Originally, the Koopman formalism has been derived for autonomous systems. In…

Forecasting physical systems over long horizons from irregularly sampled observations demands models that are stable, computationally efficient, and free of fixed-timestep assumptions. We address this with a continuous-time Koopman…

This paper addresses the problem of nonlinear state estimation for dynamical systems whose governing equations are approximated through Koopman operator liftings. While Koopman-based predictors have demonstrated broad approximation…

Koopman representations aim to learn features of nonlinear dynamical systems (NLDS) which lead to linear dynamics in the latent space. Theoretically, such features can be used to simplify many problems in modeling and control of NLDS. In…

This paper presents DeepKoCo, a novel model-based agent that learns a latent Koopman representation from images. This representation allows DeepKoCo to plan efficiently using linear control methods, such as linear model predictive control.…

This paper proposes a unified family of learnable Koopman operator parameterizations that integrate linear dynamical systems theory with modern deep learning forecasting architectures. We introduce four learnable Koopman…

This paper presents a generalizable methodology for data-driven identification of nonlinear dynamics that bounds the model error in terms of the prediction horizon and the magnitude of the derivatives of the system states. Using…

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…

Koopman-based learning methods can potentially be practical and powerful tools for dynamical robotic systems. However, common methods to construct Koopman representations seek to learn lifted linear models that cannot capture nonlinear…

Real-world time series are characterized by intrinsic non-stationarity that poses a principal challenge for deep forecasting models. While previous models suffer from complicated series variations induced by changing temporal distribution,…

Kalman filter is a key tool for time-series forecasting and analysis. We show that the dependence of a prediction of Kalman filter on the past is decaying exponentially, whenever the process noise is non-degenerate. Therefore, Kalman filter…

This work presents a scalable control framework based on nonlinear Model Predictive Control for high-dimensional dynamical systems. The proposed approach addresses the key challenges of model scalability and partial observability by…