The Koopman operator has gained considerable attention due to its ability to provide a global linear representation of highly complex dynamical systems. The operator describes nonlinear dynamics in a linear way through the lens of real- or complex-valued observable functions. Recently proposed data-driven techniques, like extended dynamic mode decomposition (EDMD), its kernelized variant, and machine-learning methods, can be used to generate finite-dimensional approximations accompanied by finite-data error bounds. In this tutorial paper, we provide a concise introduction into Koopman operator theory and its use in systems and control. A particular focus is put on data-driven surrogate models, their extension to systems with inputs, and controller design using Koopman operator theory. Moreover, we demonstrate the key techniques, i.e., EDMD and Koopman MPC. To this end, we provide simulation studies including source code on GitHub to enable the interested reader to experience the Koopman operator in systems and control step by step.
Nonlinear coupled systems are ubiquitous in science and engineering. The analysis and modeling of such systems is challenging due to their high dimensionality and complex interactions among subsystems. In recent years, operator-theoretic methods based on the Koopman operator have attracted attention as a powerful tool for analyzing and modeling nonlinear dynamical systems. Extended dynamic mode decomposition (EDMD) is one of the most popular methods to approximate the Koopman operator. However, EDMD is a purely data-driven method, and it could be unstable and inaccurate for coupled systems under limited data availability. In this paper, we propose a method to learn the Koopman operator for coupled systems using the differential equations governing each subsystem. We also demonstrate its effectiveness through numerical experiments on coupled oscillator systems.
This paper proposes a novel data-driven algorithm to approximate the dominant eigenfunctions (aka.~modes) of the Koopman operator of nonlinear dynamical systems using neural networks. The relevance of learning the dominant Koopman modes is to approximate nonlinear dynamics by linear ones in a lifted space, thereby enabling simplified control and analysis. To fight the curse of dimensionality arising from using expressive templates (here neural networks) for the mode approximation, the proposed method leverages a power-iteration scheme that directly learns the dominant Koopman modes without explicitly constructing the projection of the Koopman operator on the template of functions. Our approach connects to other approaches in the literature that avoid the curse of dimensionality by learning small dictionaries of functions, but differs from them in that we do not require ``anti-collapse mechanisms'' to ensure that the learned dictionary is expressive enough to approximate the Koopman operator since our power-iteration scheme is designed to converge toward the dominant modes of the projected Koopman operator. The approach is fully data-driven, requiring only sampled state transitions. Theoretical guarantees are provided, showing convergence under increasing sample size and network width (in connection with the neural tangent kernel theorem). Numerical experiments demonstrate that the method achieves accurate and smooth approximations of dominant modes while avoiding the limitations of traditional techniques such as extended dynamic mode decomposition.
This paper presents a novel Koopman composition operator representation framework for control systems in reproducing kernel Hilbert spaces (RKHSs) that is free of explicit dictionary or input parametrizations. By establishing fundamental equivalences between different model representations, we are able to close the gap of control system operator learning and infinite-dimensional regression, enabling various empirical estimators and the connection to the well-understood learning theory in RKHSs under one unified framework. Consequently, our proposed framework allows for arbitrarily accurate finite-rank approximations in infinite-dimensional spaces and leads to finite-dimensional predictors without a priori restrictions to a finite span of functions or inputs. To enable applications to high-dimensional control systems, we improve the scalability of our proposed control Koopman operator estimates by utilizing sketching techniques. Numerical experiments demonstrate superior prediction accuracy compared to bilinear EDMD, especially in high dimensions. Finally, we show that our learned models are readily interfaced with linear-parameter-varying techniques for model predictive control.
Petar Bevanda, Bas Driessen, Lucian Cristian Iacob +3