Global stability and robustness guarantees in learned dynamical systems are essential to ensure well-behavedness of the systems in the face of uncertainty. We present Extended Linearized Contracting Dynamics (ELCD), the first neural network-based dynamical system with global contractivity guarantees in arbitrary metrics. The key feature of ELCD is a parametrization of the extended linearization of the nonlinear vector field. In its most basic form, ELCD is guaranteed to be (i) globally exponentially stable,(ii) equilibrium contracting, and (iii) globally contracting with respect to some metric. To allow for contraction with respect to more general metrics in the data space, we train diffeomorphisms between the data space and a latent space and enforce contractivity in the latent space, which ensures global contractivity in the data space. We demonstrate the performance of ELCD on the high dimensional LASA, multi-link pendulum, and Rosenbrock datasets.
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Global Exponential Stability or Contraction of an Unforced System do not Imply Entrainment to Periodic Inputs
It is often of interest to know which systems will approach a periodic trajectory when given a periodic input. Results are available for certain classes of systems, such as contracting systems, showing that they always entrain to periodic inputs. In contrast to this, we demonstrate that there exist systems which are globally exponentially stable yet do not entrain to a periodic input. This could be seen as surprising, as it is known that globally exponentially stable systems are in fact contracting with respect to some Riemannian metric. The paper also addresses the broader issue of entrainment when an input is added to a contractive system.
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- Award ID(s):
- 2052455
- PAR ID:
- 10629144
- Publisher / Repository:
- IEEE
- Date Published:
- ISBN:
- 979-8-3503-8265-5
- Page Range / eLocation ID:
- 1837 to 1842
- Format(s):
- Medium: X
- Location:
- Toronto, ON, Canada
- Sponsoring Org:
- National Science Foundation
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