Koopman-based Deep Learning for Nonlinear System Estimation
- URL: http://arxiv.org/abs/2405.00627v2
- Date: Sat, 14 Sep 2024 21:57:26 GMT
- Title: Koopman-based Deep Learning for Nonlinear System Estimation
- Authors: Zexin Sun, Mingyu Chen, John Baillieul,
- Abstract summary: We present a novel data-driven linear estimator based on Koopman operator theory to extract meaningful finite-dimensional representations of complex non-linear systems.
Our estimator is also adaptive to a diffeomorphic transformation of the estimated nonlinear system, which enables it to compute optimal state estimates without re-learning.
- Score: 1.3791394805787949
- License: http://creativecommons.org/licenses/by-nc-sa/4.0/
- Abstract: Nonlinear differential equations are encountered as models of fluid flow, spiking neurons, and many other systems of interest in the real world. Common features of these systems are that their behaviors are difficult to describe exactly and invariably unmodeled dynamics present challenges in making precise predictions. In this paper, we present a novel data-driven linear estimator based on Koopman operator theory to extract meaningful finite-dimensional representations of complex non-linear systems. The Koopman model is used together with deep reinforcement networks that learn the optimal stepwise actions to predict future states of nonlinear systems. Our estimator is also adaptive to a diffeomorphic transformation of the estimated nonlinear system, which enables it to compute optimal state estimates without re-learning.
Related papers
- Extrapolating tipping points and simulating non-stationary dynamics of
complex systems using efficient machine learning [2.44755919161855]
We propose a novel, fully data-driven machine learning algorithm based on next-generation reservoir computing to extrapolate the bifurcation behavior of nonlinear dynamical systems.
In doing so, post-tipping point dynamics of unseen parameter regions can be simulated.
arXiv Detail & Related papers (2023-12-11T10:37:28Z) - Kalman Filter for Online Classification of Non-Stationary Data [101.26838049872651]
In Online Continual Learning (OCL) a learning system receives a stream of data and sequentially performs prediction and training steps.
We introduce a probabilistic Bayesian online learning model by using a neural representation and a state space model over the linear predictor weights.
In experiments in multi-class classification we demonstrate the predictive ability of the model and its flexibility to capture non-stationarity.
arXiv Detail & Related papers (2023-06-14T11:41:42Z) - Bayesian Spline Learning for Equation Discovery of Nonlinear Dynamics
with Quantified Uncertainty [8.815974147041048]
We develop a novel framework to identify parsimonious governing equations of nonlinear (spatiotemporal) dynamics from sparse, noisy data with quantified uncertainty.
The proposed algorithm is evaluated on multiple nonlinear dynamical systems governed by canonical ordinary and partial differential equations.
arXiv Detail & Related papers (2022-10-14T20:37:36Z) - Supervised DKRC with Images for Offline System Identification [77.34726150561087]
Modern dynamical systems are becoming increasingly non-linear and complex.
There is a need for a framework to model these systems in a compact and comprehensive representation for prediction and control.
Our approach learns these basis functions using a supervised learning approach.
arXiv Detail & Related papers (2021-09-06T04:39:06Z) - Using Data Assimilation to Train a Hybrid Forecast System that Combines
Machine-Learning and Knowledge-Based Components [52.77024349608834]
We consider the problem of data-assisted forecasting of chaotic dynamical systems when the available data is noisy partial measurements.
We show that by using partial measurements of the state of the dynamical system, we can train a machine learning model to improve predictions made by an imperfect knowledge-based model.
arXiv Detail & Related papers (2021-02-15T19:56:48Z) - Linear embedding of nonlinear dynamical systems and prospects for
efficient quantum algorithms [74.17312533172291]
We describe a method for mapping any finite nonlinear dynamical system to an infinite linear dynamical system (embedding)
We then explore an approach for approximating the resulting infinite linear system with finite linear systems (truncation)
arXiv Detail & Related papers (2020-12-12T00:01:10Z) - Neural Dynamic Mode Decomposition for End-to-End Modeling of Nonlinear
Dynamics [49.41640137945938]
We propose a neural dynamic mode decomposition for estimating a lift function based on neural networks.
With our proposed method, the forecast error is backpropagated through the neural networks and the spectral decomposition.
Our experiments demonstrate the effectiveness of our proposed method in terms of eigenvalue estimation and forecast performance.
arXiv Detail & Related papers (2020-12-11T08:34:26Z) - Uncertainty Quantification of Locally Nonlinear Dynamical Systems using
Neural Networks [0.0]
In structural engineering, often a linear structure contains spatially local nonlinearities with uncertainty present in them.
A standard nonlinear solver for them with sampling-based methods for uncertainty quantification incurs significant computational cost.
In this paper, neural network, a recently popular tool for universal function approximation in the scientific machine learning community is used to estimate the pseudoforce.
arXiv Detail & Related papers (2020-08-11T09:30:47Z) - DynNet: Physics-based neural architecture design for linear and
nonlinear structural response modeling and prediction [2.572404739180802]
In this study, a physics-based recurrent neural network model is designed that is able to learn the dynamics of linear and nonlinear multiple degrees of freedom systems.
The model is able to estimate a complete set of responses, including displacement, velocity, acceleration, and internal forces.
arXiv Detail & Related papers (2020-07-03T17:05:35Z) - Active Learning for Nonlinear System Identification with Guarantees [102.43355665393067]
We study a class of nonlinear dynamical systems whose state transitions depend linearly on a known feature embedding of state-action pairs.
We propose an active learning approach that achieves this by repeating three steps: trajectory planning, trajectory tracking, and re-estimation of the system from all available data.
We show that our method estimates nonlinear dynamical systems at a parametric rate, similar to the statistical rate of standard linear regression.
arXiv Detail & Related papers (2020-06-18T04:54:11Z) - Estimation for Compositional Data using Measurements from Nonlinear
Systems using Artificial Neural Networks [0.0]
The proposed methods using artificial neural networks (ANNs) can compete with the optimal bounds for linear systems.
We performed extensive experiments by designing numerous different types of nonlinear systems.
arXiv Detail & Related papers (2020-01-24T14:50:13Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.