Deep Koopman Learning using Noisy Data

Fuente: arXiv
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Hauptverfasser: Hao, Wenjian, Upadhyay, Devesh, Mou, Shaoshuai
Format: Preprint
Veröffentlicht: 2024
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author Hao, Wenjian
Upadhyay, Devesh
Mou, Shaoshuai
author_facet Hao, Wenjian
Upadhyay, Devesh
Mou, Shaoshuai
contents This paper proposes a data-driven framework to learn a finite-dimensional approximation of a Koopman operator for approximating the state evolution of a dynamical system under noisy observations. To this end, our proposed solution has two main advantages. First, the proposed method only requires the measurement noise to be bounded. Second, the proposed method modifies the existing deep Koopman operator formulations by characterizing the effect of the measurement noise on the Koopman operator learning and then mitigating it by updating the tunable parameter of the observable functions of the Koopman operator, making it easy to implement. The performance of the proposed method is demonstrated on several standard benchmarks. We then compare the presented method with similar methods proposed in the latest literature on Koopman learning.
format Preprint
id arxiv_https___arxiv_org_abs_2405_16649
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Deep Koopman Learning using Noisy Data
Hao, Wenjian
Upadhyay, Devesh
Mou, Shaoshuai
Systems and Control
This paper proposes a data-driven framework to learn a finite-dimensional approximation of a Koopman operator for approximating the state evolution of a dynamical system under noisy observations. To this end, our proposed solution has two main advantages. First, the proposed method only requires the measurement noise to be bounded. Second, the proposed method modifies the existing deep Koopman operator formulations by characterizing the effect of the measurement noise on the Koopman operator learning and then mitigating it by updating the tunable parameter of the observable functions of the Koopman operator, making it easy to implement. The performance of the proposed method is demonstrated on several standard benchmarks. We then compare the presented method with similar methods proposed in the latest literature on Koopman learning.
title Deep Koopman Learning using Noisy Data
topic Systems and Control
url https://arxiv.org/abs/2405.16649