Deep Robust Koopman Learning from Noisy Data

TL;DR

This paper introduces a neural autoencoder architecture that jointly learns lifting functions and a reduced-bias Koopman operator from noisy data, enhancing robustness and prediction accuracy for nonlinear system modeling.

Contribution

It proposes a novel autoencoder-based method for learning Koopman operators that are less biased by noise, improving robustness in real-world noisy data scenarios.

Findings

Significant bias reduction demonstrated theoretically.

Enhanced prediction accuracy in simulations with noisy data.

Successful real-world application on a robotic arm.

Abstract

Koopman operator theory has emerged as a leading data-driven approach that relies on a judicious choice of observable functions to realize global linear representations of nonlinear systems in the lifted observable space. However, real-world data is often noisy, making it difficult to obtain an accurate and unbiased approximation of the Koopman operator. The Koopman operator generated from noisy datasets is typically corrupted by noise-induced bias that severely degrades prediction and downstream tracking performance. In order to address this drawback, this paper proposes a novel autoencoder-based neural architecture to jointly learn the appropriate lifting functions and the reduced-bias Koopman operator from noisy data. The architecture initially learns the Koopman basis functions that are consistent for both the forward and backward temporal dynamics of the system. Subsequently, by utilizing the learned forward and backward temporal dynamics, the Koopman operator is synthesized with a reduced bias making the method more robust to noise compared to existing techniques. Theoretical analysis is used to demonstrate significant bias reduction in the presence of training noise. Dynamics prediction and tracking control simulations are conducted for multiple serial manipulator arms, including performance comparisons with leading alternative designs, to demonstrate its robustness under various noise levels. Experimental studies with the Franka FR3 7-DoF manipulator arm are further used to demonstrate the effectiveness of the proposed approach in a practical setting.