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Bibliographic Details
Main Authors: Lortie, Louis, Dahdah, Steven, Forbes, James Richard
Format: Preprint
Published: 2024
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Online Access:https://arxiv.org/abs/2403.10623
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author Lortie, Louis
Dahdah, Steven
Forbes, James Richard
author_facet Lortie, Louis
Dahdah, Steven
Forbes, James Richard
contents This paper presents a data-driven method to identify an asymptotically stable Koopman system from noisy data. In particular, the proposed approach combines approximations of the system's forward- and backward-in-time dynamics to reduce bias caused by noisy data while enforcing asymptotic stability. A Koopman model of an inherently asymptotically stable system can be unstable due to noisy data and a poor choice of lifting functions. To prevent identifying an unstable model, the proposed approach imposes an asymptotic stability constraint on the Koopman model. The proposed method is formulated as a semidefinite program and its performance is compared to state-of-the-art methods with a simulated Duffing oscillator dataset and experimental soft robot dataset.
format Preprint
id arxiv_https___arxiv_org_abs_2403_10623
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Forward-Backward Extended DMD with an Asymptotic Stability Constraint
Lortie, Louis
Dahdah, Steven
Forbes, James Richard
Systems and Control
This paper presents a data-driven method to identify an asymptotically stable Koopman system from noisy data. In particular, the proposed approach combines approximations of the system's forward- and backward-in-time dynamics to reduce bias caused by noisy data while enforcing asymptotic stability. A Koopman model of an inherently asymptotically stable system can be unstable due to noisy data and a poor choice of lifting functions. To prevent identifying an unstable model, the proposed approach imposes an asymptotic stability constraint on the Koopman model. The proposed method is formulated as a semidefinite program and its performance is compared to state-of-the-art methods with a simulated Duffing oscillator dataset and experimental soft robot dataset.
title Forward-Backward Extended DMD with an Asymptotic Stability Constraint
topic Systems and Control
url https://arxiv.org/abs/2403.10623