<p>This paper presents a data-driven method to identify an asymptotically stable Koopman system from noisy data. In particular, the proposed approach combines system inputs and approximations of the system’s forward- and backward-in-time dynamics to reduce bias caused by noisy data while enforcing asymptotic stability. A Koopman model of an inherently asymptotically stable system can be unstable due to noisy data and a poor choice of lifting functions. To prevent identifying an unstable model, the proposed approach imposes an asymptotic stability constraint on the Koopman model. The proposed method is formulated as a semidefinite program and its performance is compared to state-of-the-art methods with a simulated Duffing oscillator dataset and experimental soft robot dataset.</p>

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Forward–Backward Extended DMD with an Asymptotic Stability Constraint

  • Louis Lortie,
  • Steven Dahdah,
  • James Richard Forbes

摘要

This paper presents a data-driven method to identify an asymptotically stable Koopman system from noisy data. In particular, the proposed approach combines system inputs and approximations of the system’s forward- and backward-in-time dynamics to reduce bias caused by noisy data while enforcing asymptotic stability. A Koopman model of an inherently asymptotically stable system can be unstable due to noisy data and a poor choice of lifting functions. To prevent identifying an unstable model, the proposed approach imposes an asymptotic stability constraint on the Koopman model. The proposed method is formulated as a semidefinite program and its performance is compared to state-of-the-art methods with a simulated Duffing oscillator dataset and experimental soft robot dataset.