Representer Theorem for Learning Koopman Operators

• 成果类型: Article
• 署名作者: Khosravi, Mohammad
• 署名单位: Delft University of Technology
• 刊物名称: IEEE TRANSACTIONS ON AUTOMATIC CONTROL
• ISSN/ISSBN: 0018-9286
• DOI: 10.1109/TAC.2023.3242325
• 发表日期: 2023
• 页码: 2995-3010
• 关键词: Nonlinear dynamical systems; kernel; Hilbert space; trajectory; Stability criteria; Numerical stability; minimization; Koopman operators; learning; representer theorem

摘要

In this work, we consider the problem of learning the Koopman operator for discrete-time autonomous systems. The learning problem is formulated as a generic constrained regularized empirical loss minimization in the infinite-dimensional space of linear operators. We show that a representer theorem holds for the introduced learning problem under certain but general conditions, which allows convex reformulation of the problem in a specific finite-dimensional space without any approximation and loss of precision. We discuss the inclusion of various forms of regularization and constraints in the learning problem, such as the operator norm, the Frobenius norm, the operator rank, the nuclear norm, and the stability. Subsequently, we derive the corresponding equivalent finite-dimensional problem. Furthermore, we demonstrate the connection between the proposed formulation and the extended dynamic mode decomposition. We present several numerical examples to illustrate the theoretical results and verify the performance of regularized learning of the Koopman operators.