Definition and Data-Driven Reconstruction of Asymptotic Phase and Amplitudes of Stochastic Oscillators via Koopman Operator Theory
摘要
Asymptotic phase and amplitudes are fundamental concepts in the analysis of limit-cycle oscillators. In this paper, we briefly review the definition of these quantities, particularly a generalization to stochastic oscillatory systems from the viewpoint of Koopman operator theory, and discuss a data-driven approach to estimate the asymptotic phase and amplitude functions from time-series data of stochastic oscillatory systems. We demonstrate that the standard Extended Dynamic Mode Decomposition (EDMD) can successfully reconstruct the phase and amplitude functions of the noisy FitzHugh-Nagumo neuron model only from the time-series data.