Skip to main content

Towards a Data-Driven Bilinear Koopman Operator for Controlled Nonlinear Systems and Sensitivity Analysis

  • Conference paper
  • First Online:
Dynamic Data Driven Applications Systems (DDDAS 2022)

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 13984))

Included in the following conference series:

  • 458 Accesses

Abstract

A Koopman operator is a linear operator that can describe the evolution of the dynamical states of any arbitrary uncontrolled dynamical system in a lifting space of infinite dimension. In practice, analysts consider a lifting space of finite dimension with a guarantee to gain accuracy on the state prediction as the order of the operator increases. For controlled systems, a bilinear description of the Koopman operator is necessary to account for the external input. Additionally, bilinear state-space model identification is of interest for two main reasons: some physical systems are inherently bilinear and bilinear models of high dimension can approximate a broad class of nonlinear systems. Nevertheless, no well-established technique for bilinear system identification is available yet, even less in the context of Koopman. This paper offers perspectives in identifying a bilinear Koopman operator from data only. Firstly, a bilinear Koopman operator is introduced using subspace identification methods for the accurate prediction of controlled nonlinear systems. Secondly, the method is employed for sensitivity analysis of nonlinear systems where it is desired to estimate the variation of a measured output given the deviation of a constitutive parameter of the system. The efficacy of the methods developed in this paper are demonstrated on two nonlinear systems of varying complexity.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Subscribe and save

Springer+ Basic
$34.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Brunton, S.L., Brunton, B.W., Proctor, J.L., Kaiser, E., Kutz, J.N.: Chaos as an intermittently forced linear system. Nature Commun. 8(19) (2017). https://doi.org/10.1038/s41467-017-00030-8

  2. Brunton, S.L., Brunton, B.W., Proctor, J.L., Kutz, J.N.: Koopman invariant subspaces and finite linear representations of nonlinear dynamical systems for control. PLoS ONE 11(1), e0150171 (2016)

    Article  Google Scholar 

  3. Guého, D.: Data-Driven Modeling for Analysis and Control of Dynamical Systems. Ph.D. thesis, The Pennsylvania State University (2022)

    Google Scholar 

  4. Juang, J.N., Cooper, J.E., Wright, J.R.: An eigensystem realization algorithm using data correlation (era/dc) for modal parameter identification. Control Theory Adv. Technol. 4(1), 5–14 (1988)

    MathSciNet  Google Scholar 

  5. Juang, J.N., Pappa, R.S.: An eigensystem realization algorithm (era) for modal parameter identification and model reduction. J. Guid. Control. Dyn. 8(5), 620–627 (1985). https://doi.org/10.2514/3.20031

    Article  Google Scholar 

  6. Korda, M., Mezic, I.: Linear predictors for nonlinear dynamical systems: Koopman operator meets model predictive control. Automatica 93, 149–160 (2018)

    Article  MathSciNet  Google Scholar 

  7. Kutz, J.N., Brunton, S.L., Brunton, B.W., Proctor, J.L.: Dynamic Mode Decomposition: Data-Driven Modeling of Complex Systems. SIAM (2016)

    Google Scholar 

  8. Majji, M., Juang, J.N., Junkins, J.L.: Continuous time bilinear system identification using repeated experiments (2009)

    Google Scholar 

  9. Majji, M., Juang, J.N., Junkins, J.L.: Observer/kalman-filter time-varying system identification. J. Guid. Control. Dyn. 33(3), 887–900 (2010). https://doi.org/10.2514/1.45768

    Article  Google Scholar 

  10. Majji, M., Juang, J.N., Junkins, J.L.: Time-varying eigensystem realization algorithm. J. Guid. Control. Dyn. 33(1), 13–28 (2010). https://doi.org/10.2514/1.45722

    Article  Google Scholar 

  11. Mezić, I.: Spectral properties of dynamical systems, model reduction and decompositions. Nonlinear Dyn. 41, 309–325 (2005)

    Article  MathSciNet  Google Scholar 

  12. Mezić, I., Banaszuk, A.: Comparison of systems with complex behavior. Physica D 197, 101–133 (2004)

    Article  MathSciNet  Google Scholar 

  13. Rowley, C.W., Mezic, I., Bagheri, S., Schlatter, P., Henningson, D.: Spectral analysis of nonlinear flows. J. Fluid Mech. 641, 115–127 (2009)

    Article  MathSciNet  Google Scholar 

  14. Schmid, P.J.: Dynamic mode decomposition of numerical and experimental data. J. Fluid Mech. 656, 5–28 (2010)

    Article  MathSciNet  Google Scholar 

  15. Tu, J.H., Rowley, C.W., Luchtenburg, D.M., Brunton, S.L., Kutz, J.N.: On dynamic mode decomposition: theory and applications. J. Comput. Dyn. 1(2), 391–421 (2014)

    Article  MathSciNet  Google Scholar 

  16. Williams, M.O., Kevrekidis, I.G., Rowley, C.W.: A data-driven approximation of the koopman operator: extending dynamic mode decomposition. J. Nonlinear Sci. 25, 1307–1346 (2015)

    Article  MathSciNet  Google Scholar 

Download references

Acknowledgement

This material is based upon work supported by the AFOSR grant FA9550-15-1-0313 and FA9550-20-1-0176.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Damien Guého .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2024 The Author(s), under exclusive license to Springer Nature Switzerland AG

About this paper

Check for updates. Verify currency and authenticity via CrossMark

Cite this paper

Guého, D., Singla, P. (2024). Towards a Data-Driven Bilinear Koopman Operator for Controlled Nonlinear Systems and Sensitivity Analysis. In: Blasch, E., Darema, F., Aved, A. (eds) Dynamic Data Driven Applications Systems. DDDAS 2022. Lecture Notes in Computer Science, vol 13984. Springer, Cham. https://doi.org/10.1007/978-3-031-52670-1_26

Download citation

  • DOI: https://doi.org/10.1007/978-3-031-52670-1_26

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-031-52669-5

  • Online ISBN: 978-3-031-52670-1

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics