The Koopman operator theory provides a global linearization framework for general nonlinear dynamics, offering significant advantages for system analysis and control. However, practical applications typically involve approximating the infinite-dimensional Koopman operator in a lifted space spanned by a finite set of observable functions. The accuracy of this approximation is the key to effective Koopman operator-based analysis and control methods, generally improving as the dimension of the observables increases. Nonetheless, this increase in dimensionality significantly escalates both storage requirements and computational complexity, particularly for high-dimensional systems, thereby limiting the applicability of these methods in real-world problems. In this paper, we address this problem by reformulating the Koopman operator in tensor format to break the curse of dimensionality associated with its approximation through tensor decomposition techniques. This effective reduction in complexity enables the selection of high-dimensional observable functions and the handling of large-scale datasets, which leads to a precise linear prediction model utilizing the tensor-based Koopman operator. Furthermore, we propose an optimal control framework with the tensor-based Koopman operator, which adeptly addresses the nonlinear dynamics and constraints by linear reformulation in the lifted space and significantly reduces the computational complexity through separated representation of the tensor structure.
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A Monte Carlo Approach to Koopman Direct Encoding and Its Application to the Learning of Neural-Network Observables
This paper presents a computational method, called Bootstrapped Koopman Direct Encoding (B-KDE) that allows us to approximate the Koopman operator with high accuracy by combining Koopman Direct Encoding (KDE) with a deep neural network. Deep learning has been applied to the Koopman operator method for finding an effective set of observable functions. Training the network, however, inevitably faces difficulties such as local minima, unless enormous computational efforts are made. Incorporating KDE can solve or alleviate this problem, producing an order of magnitude more accurate prediction. KDE converts the state transition function of a nonlinear system to a linear model in the lifted space of observables that are generated by deep learning. The combined KDE-deep model achieves higher accuracy than that of the deep learning alone. In B-KDE, the combined model is further trained until it reaches a plateau, and this computation is alternated between the neural network learning and the KDE computation. The result of the MSE loss implies that the neural network may get rid of local minima or at least find a smaller local minimum, and further improve the prediction accuracy. The KDE computation however, entails an effective algorithm for computing the inner products of observables and the nonlinear functions of the governing dynamics. Here, a computational method based on the Quasi-Monte Carlo integration is presented. The method is applied to a three-cable suspension robot, which exhibits complex switched nonlinear dynamics due to slack in each cable. The prediction accuracy is compared against its traditional counterparts.
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- Award ID(s):
- 2021625
- PAR ID:
- 10562532
- Publisher / Repository:
- IEEE
- Date Published:
- Journal Name:
- IEEE Robotics and Automation Letters
- Volume:
- 9
- Issue:
- 3
- ISSN:
- 2377-3774
- Page Range / eLocation ID:
- 2264 to 2271
- Subject(s) / Keyword(s):
- Dynamics Deep learning Koopman operator Koopman direct encoding
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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