arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 1909.01419eess.SYcs.SYmath.DS
收藏

从数据中学习Koopman特征函数和不变子空间:对称子空间分解

Learning Koopman Eigenfunctions and Invariant Subspaces from Data: Symmetric Subspace Decomposition

Masih Haseli, Jorge Cortés

摘要:

本文开发了数据驱动的方法来识别与动力系统相关的Koopman算子的本征函数和在该算子下不变的子空间。我们建立在扩展的动态模式分解(EDMD),数据驱动的方法,找到一个有限维近似的Koopman算子的跨度上的预定义的字典的功能。我们提出了一个必要和充分条件,确定Koopman特征函数的基础上应用EDMD的向前和向后的时间。此外,我们提出了对称子空间分解(SSD)算法,迭代方法,可证明确定的最大Koopman不变的子空间和Koopman特征函数的字典的跨度。我们还介绍了流对称子空间分解(SSSD)算法,SSD的在线扩展,只需要一个小的,固定的内存,并纳入新的数据,因为收到。最后,我们提出了一个扩展的SSD近似库普曼特征函数和不变子空间时,字典不包含足够的信息特征函数。

英文摘要:

This paper develops data-driven methods to identify eigenfunctions of the Koopman operator associated to a dynamical system and subspaces that are invariant under the operator. We build on Extended Dynamic Mode Decomposition (EDMD), a data-driven method that finds a finite-dimensional approximation of the Koopman operator on the span of a predefined dictionary of functions. We propose a necessary and sufficient condition to identify Koopman eigenfunctions based on the application of EDMD forward and backward in time. Moreover, we propose the Symmetric Subspace Decomposition (SSD) algorithm, an iterative method which provably identifies the maximal Koopman-invariant subspace and the Koopman eigenfunctions in the span of the dictionary. We also introduce the Streaming Symmetric Subspace Decomposition (SSSD) algorithm, an online extension of SSD that only requires a small, fixed memory and incorporates new data as is received. Finally, we propose an extension of SSD that approximates Koopman eigenfunctions and invariant subspaces when the dictionary does not contain sufficient informative eigenfunctions.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑