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1. Online Estimation of the Koopman Operator Using Fourier Features

   Salam, T.; Li, A. K.; Hsieh; M. A. (June 2023, Proc. of the 5th Annual Learning for Dynamics & Control Conference)

   Matni, Nikolai and (Ed.)

   Transfer operators offer linear representations and global, physically meaningful features of nonlinear dynamical systems. Discovering transfer operators, such as the Koopman operator, require careful crafted dictionaries of observables, acting on states of the dynamical system. This is ad hoc and requires the full dataset for evaluation. In this paper, we offer an optimization scheme to allow joint learning of the observables and Koopman operator with online data. Our results show we are able to reconstruct the evolution and represent the global features of complex dynamical systems. 

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2. Beyond expectations: residual dynamic mode decomposition and variance for stochastic dynamical systems

   https://doi.org/10.1007/s11071-023-09135-w  

   Colbrook, Matthew_J; Li, Qin; Raut, Ryan_V; Townsend, Alex (December 2023, Nonlinear Dynamics)

   Abstract Koopman operators linearize nonlinear dynamical systems, making their spectral information of crucial interest. Numerous algorithms have been developed to approximate these spectral properties, and dynamic mode decomposition (DMD) stands out as the poster child of projection-based methods. Although the Koopman operator itself is linear, the fact that it acts in an infinite-dimensional space of observables poses challenges. These include spurious modes, essential spectra, and the verification of Koopman mode decompositions. While recent work has addressed these challenges for deterministic systems, there remains a notable gap in verified DMD methods for stochastic systems, where the Koopman operator measures the expectation of observables. We show that it is necessary to go beyond expectations to address these issues. By incorporating variance into the Koopman framework, we address these challenges. Through an additional DMD-type matrix, we approximate the sum of a squared residual and a variance term, each of which can be approximated individually using batched snapshot data. This allows verified computation of the spectral properties of stochastic Koopman operators, controlling the projection error. We also introduce the concept of variance-pseudospectra to gauge statistical coherency. Finally, we present a suite of convergence results for the spectral information of stochastic Koopman operators. Our study concludes with practical applications using both simulated and experimental data. In neural recordings from awake mice, we demonstrate how variance-pseudospectra can reveal physiologically significant information unavailable to standard expectation-based dynamical models. 

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3. Active Learning of Dynamics for Data-Driven Control Using Koopman Operators

   https://doi.org/10.1109/TRO.2019.2923880  

   Abraham, Ian; Murphey, Todd D. (July 2019, IEEE Transactions on Robotics)

   This paper presents an active learning strategy for robotic systems that takes into account task information, enables fast learning, and allows control to be readily synthesized by taking advantage of the Koopman operator representation. We first motivate the use of representing nonlinear systems as linear Koopman operator systems by illustrating the improved model-based control performance with an actuated Van der Pol system. Information-theoretic methods are then applied to the Koopman operator formulation of dynamical systems where we derive a controller for active learning of robot dynamics. The active learning controller is shown to increase the rate of information about the Koopman operator. In addition, our active learning controller can readily incorporate policies built on the Koopman dynamics, enabling the benefits of fast active learning and improved control. Results using a quadcopter illustrate single-execution active learning and stabilization capabilities during free-fall. The results for active learning are extended for automating Koopman observables and we implement our method on real robotic systems. 

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4. Is the Finite-Time Lyapunov Exponent Field a Koopman Eigenfunction?

   https://doi.org/10.3390/math9212731  

   Bollt, Erik M.; Ross, Shane D. (November 2021, Mathematics)

   null (Ed.)

   This work serves as a bridge between two approaches to analysis of dynamical systems: the local, geometric analysis, and the global operator theoretic Koopman analysis. We explicitly construct vector fields where the instantaneous Lyapunov exponent field is a Koopman eigenfunction. Restricting ourselves to polynomial vector fields to make this construction easier, we find that such vector fields do exist, and we explore whether such vector fields have a special structure, thus making a link between the geometric theory and the transfer operator theory. 

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5. Data assimilation in operator algebras

   https://doi.org/10.1073/pnas.2211115120  

   Freeman, David; Giannakis, Dimitrios; Mintz, Brian; Ourmazd, Abbas; Slawinska, Joanna (February 2023, Proceedings of the National Academy of Sciences)

   We develop an algebraic framework for sequential data assimilation of partially observed dynamical systems. In this framework, Bayesian data assimilation is embedded in a nonabelian operator algebra, which provides a representation of observables by multiplication operators and probability densities by density operators (quantum states). In the algebraic approach, the forecast step of data assimilation is represented by a quantum operation induced by the Koopman operator of the dynamical system. Moreover, the analysis step is described by a quantum effect, which generalizes the Bayesian observational update rule. Projecting this formulation to finite-dimensional matrix algebras leads to computational schemes that are i) automatically positivity-preserving and ii) amenable to consistent data-driven approximation using kernel methods for machine learning. Moreover, these methods are natural candidates for implementation on quantum computers. Applications to the Lorenz 96 multiscale system and the El Niño Southern Oscillation in a climate model show promising results in terms of forecast skill and uncertainty quantification. 

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