Kernel-based Koopman approximants for control: Flexible sampling, error analysis, and stability

Fuente: arXiv
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Main Authors: Bold, Lea, Philipp, Friedrich M., Schaller, Manuel, Worthmann, Karl
Format: Preprint
Published: 2024
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author Bold, Lea
Philipp, Friedrich M.
Schaller, Manuel
Worthmann, Karl
author_facet Bold, Lea
Philipp, Friedrich M.
Schaller, Manuel
Worthmann, Karl
contents Data-driven techniques for analysis, modeling, and control of complex dynamical systems are on the uptake. Koopman theory provides the theoretical foundation for the popular kernel extended dynamic mode decomposition (kEDMD). In this work, we propose a novel kEDMD scheme to approximate nonlinear control systems accompanied by an in-depth error analysis. Key features are regularization-based robustness and an adroit decomposition into micro and macro grids enabling flexible sampling. But foremost, we prove proportionality, i.e., explicit dependence on the distance to the (controlled) equilibrium, of the derived bound on the full approximation error. Leveraging this key property, we rigorously show that asymptotic stability of the data-driven surrogate (control) system implies asymptotic stability of the original (control) system and vice versa.
format Preprint
id arxiv_https___arxiv_org_abs_2412_02811
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Kernel-based Koopman approximants for control: Flexible sampling, error analysis, and stability
Bold, Lea
Philipp, Friedrich M.
Schaller, Manuel
Worthmann, Karl
Optimization and Control
Systems and Control
Data-driven techniques for analysis, modeling, and control of complex dynamical systems are on the uptake. Koopman theory provides the theoretical foundation for the popular kernel extended dynamic mode decomposition (kEDMD). In this work, we propose a novel kEDMD scheme to approximate nonlinear control systems accompanied by an in-depth error analysis. Key features are regularization-based robustness and an adroit decomposition into micro and macro grids enabling flexible sampling. But foremost, we prove proportionality, i.e., explicit dependence on the distance to the (controlled) equilibrium, of the derived bound on the full approximation error. Leveraging this key property, we rigorously show that asymptotic stability of the data-driven surrogate (control) system implies asymptotic stability of the original (control) system and vice versa.
title Kernel-based Koopman approximants for control: Flexible sampling, error analysis, and stability
topic Optimization and Control
Systems and Control
url https://arxiv.org/abs/2412.02811