Data-driven optimal control of unknown nonlinear dynamical systems using the Koopman operator

Fuente: arXiv
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Main Authors: Zeng, Zhexuan, Zhou, Ruikun, Meng, Yiming, Liu, Jun
Format: Preprint
Published: 2024
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author Zeng, Zhexuan
Zhou, Ruikun
Meng, Yiming
Liu, Jun
author_facet Zeng, Zhexuan
Zhou, Ruikun
Meng, Yiming
Liu, Jun
contents Nonlinear optimal control is vital for numerous applications but remains challenging for unknown systems due to the difficulties in accurately modelling dynamics and handling computational demands, particularly in high-dimensional settings. This work develops a theoretically certifiable framework that integrates a modified Koopman operator approach with model-based reinforcement learning to address these challenges. By relaxing the requirements on observable functions, our method incorporates nonlinear terms involving both states and control inputs, significantly enhancing system identification accuracy. Moreover, by leveraging the power of neural networks to solve partial differential equations (PDEs), our approach is able to achieving stabilizing control for high-dimensional dynamical systems, up to 9-dimensional. The learned value function and control laws are proven to converge to those of the true system at each iteration. Additionally, the accumulated cost of the learned control closely approximates that of the true system, with errors ranging from $10^{-5}$ to $10^{-3}$.
format Preprint
id arxiv_https___arxiv_org_abs_2412_01085
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Data-driven optimal control of unknown nonlinear dynamical systems using the Koopman operator
Zeng, Zhexuan
Zhou, Ruikun
Meng, Yiming
Liu, Jun
Systems and Control
Nonlinear optimal control is vital for numerous applications but remains challenging for unknown systems due to the difficulties in accurately modelling dynamics and handling computational demands, particularly in high-dimensional settings. This work develops a theoretically certifiable framework that integrates a modified Koopman operator approach with model-based reinforcement learning to address these challenges. By relaxing the requirements on observable functions, our method incorporates nonlinear terms involving both states and control inputs, significantly enhancing system identification accuracy. Moreover, by leveraging the power of neural networks to solve partial differential equations (PDEs), our approach is able to achieving stabilizing control for high-dimensional dynamical systems, up to 9-dimensional. The learned value function and control laws are proven to converge to those of the true system at each iteration. Additionally, the accumulated cost of the learned control closely approximates that of the true system, with errors ranging from $10^{-5}$ to $10^{-3}$.
title Data-driven optimal control of unknown nonlinear dynamical systems using the Koopman operator
topic Systems and Control
url https://arxiv.org/abs/2412.01085