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Autori principali: Lortie, Louis, Forbes, James Richard
Natura: Preprint
Pubblicazione: 2024
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Accesso online:https://arxiv.org/abs/2408.16846
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author Lortie, Louis
Forbes, James Richard
author_facet Lortie, Louis
Forbes, James Richard
contents The Koopman operator framework can be used to identify a data-driven model of a nonlinear system. Unfortunately, when the data is corrupted by noise, the identified model can be biased. Additionally, depending on the choice of lifting functions, the identified model can be unstable, even when the underlying system is asymptotically stable. This paper presents an approach to reduce the bias in an approximate Koopman model, and simultaneously ensure asymptotic stability, when using noisy data. Additionally, the proposed data-driven modeling approach is applicable to systems with inputs, such as a known forcing function or a control input. Specifically, bias is reduced by using a total least-squares, modified to accommodate inputs in addition to lifted inputs. To enforce asymptotic stability of the approximate Koopman model, linear matrix inequality constraints are augmented to the identification problem. The performance of the proposed method is then compared to the well-known extended dynamic mode decomposition method and to the newly introduced forward-backward extended dynamic mode decomposition method using a simulated Duffing oscillator dataset and experimental soft robot arm dataset.
format Preprint
id arxiv_https___arxiv_org_abs_2408_16846
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Asymptotically Stable Data-Driven Koopman Operator Approximation with Inputs using Total Extended DMD
Lortie, Louis
Forbes, James Richard
Systems and Control
The Koopman operator framework can be used to identify a data-driven model of a nonlinear system. Unfortunately, when the data is corrupted by noise, the identified model can be biased. Additionally, depending on the choice of lifting functions, the identified model can be unstable, even when the underlying system is asymptotically stable. This paper presents an approach to reduce the bias in an approximate Koopman model, and simultaneously ensure asymptotic stability, when using noisy data. Additionally, the proposed data-driven modeling approach is applicable to systems with inputs, such as a known forcing function or a control input. Specifically, bias is reduced by using a total least-squares, modified to accommodate inputs in addition to lifted inputs. To enforce asymptotic stability of the approximate Koopman model, linear matrix inequality constraints are augmented to the identification problem. The performance of the proposed method is then compared to the well-known extended dynamic mode decomposition method and to the newly introduced forward-backward extended dynamic mode decomposition method using a simulated Duffing oscillator dataset and experimental soft robot arm dataset.
title Asymptotically Stable Data-Driven Koopman Operator Approximation with Inputs using Total Extended DMD
topic Systems and Control
url https://arxiv.org/abs/2408.16846