Optimal construction of Koopman eigenfunctions for prediction and control

TL;DR

This paper introduces a convex optimization-based, data-driven method for constructing Koopman eigenfunctions that enable linear prediction and control of nonlinear systems without neural networks.

Contribution

It presents a novel eigenfunction construction technique that is optimization-based, dictionary-free, and theoretically proven to span continuous functions, facilitating nonlinear system control.

Findings

Eigenfunctions form a rich basis for prediction.

Method enables linear control of nonlinear systems.

Numerical examples demonstrate effectiveness.

Abstract

This work presents a novel data-driven framework for constructing eigenfunctions of the Koopman operator geared toward prediction and control. The method leverages the richness of the spectrum of the Koopman operator away from attractors to construct a rich set of eigenfunctions such that the state (or any other observable quantity of interest) is in the span of these eigenfunctions and hence predictable in a linear fashion. The eigenfunction construction is optimization-based with no dictionary selection required. Once a predictor for the uncontrolled part of the system is obtained in this way, the incorporation of control is done through a multi-step prediction error minimization, carried out by a simple linear least-squares regression. The predictor so obtained is in the form of a linear controlled dynamical system and can be readily applied within the Koopman model predictive control framework of [12] to control nonlinear dynamical systems using linear model predictive control tools. The method is entirely data-driven and based purely on convex optimization, with no reliance on neural networks or other non-convex machine learning tools. The novel eigenfunction construction method is also analyzed theoretically, proving rigorously that the family of eigenfunctions obtained is rich enough to span the space of all continuous functions. In addition, the method is extended to construct generalized eigenfunctions that also give rise Koopman invariant subspaces and hence can be used for linear prediction. Detailed numerical examples with code available online demonstrate the approach, both for prediction and feedback control.