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arXiv 2112.04085cs.LGcs.SYeess.SY
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同态学习稳定Koopman算子

Diffeomorphically Learning Stable Koopman Operators

Technical University of Munich(慕尼黑工业大学)

Petar Bevanda, Max Beier, Sebastian Kerz, Armin Lederer, Stefan Sosnowski, Sandra Hirche

摘要:

受无限维Koopman算子(生成器)启发的系统表示越来越多地被考虑用于预测建模。由于算子的线性,一系列非线性系统允许线性预测器表示-允许简化预测,分析和控制。然而,找到有意义的有限维表示用于预测是困难的,因为它涉及确定Koopman不变(在动态下线性演化)以及相关(跨越原始状态)的特征-通常是无监督的问题。在这项工作中,我们提出了Koopmanizing流-一类非线性动力学的线性预测的监督学习的一种新的连续时间框架。在我们的模型构造中,一个潜在的同构相关的线性系统通过与单项式基的组合展开成一个线性预测。提升,其线性动力学和状态重建的同时学习,而无约束的参数化的赫维茨矩阵确保渐近稳定,无论运营商的近似精度。Koopmanizing Flows的卓越功效在著名的LASA手写基准上与最先进的方法相比得到了证明。

英文摘要:

System representations inspired by the infinite-dimensional Koopman operator (generator) are increasingly considered for predictive modeling. Due to the operator's linearity, a range of nonlinear systems admit linear predictor representations - allowing for simplified prediction, analysis and control. However, finding meaningful finite-dimensional representations for prediction is difficult as it involves determining features that are both Koopman-invariant (evolve linearly under the dynamics) as well as relevant (spanning the original state) - a generally unsupervised problem. In this work, we present Koopmanizing Flows - a novel continuous-time framework for supervised learning of linear predictors for a class of nonlinear dynamics. In our model construction a latent diffeomorphically related linear system unfolds into a linear predictor through the composition with a monomial basis. The lifting, its linear dynamics and state reconstruction are learned simultaneously, while an unconstrained parameterization of Hurwitz matrices ensures asymptotic stability regardless of the operator approximation accuracy. The superior efficacy of Koopmanizing Flows is demonstrated in comparison to a state-of-the-art method on the well-known LASA handwriting benchmark.

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