We introduce a data-driven model approximation method for nonlinear control systems, drawing on recent progress in machine learning and statistical-dimensionality reduction. The method is based on ...
Many dimensionality and model reduction techniques rely on estimating dominant eigenfunctions of associated dynamical operators from data. Important examples include the Koopman operator and its generator, but also the Schrödinger operator. We propose a kernel-based method for the approximation of differential operators in reproducing kernel Hilbert spaces and show how eigenfunctions can be estimated by solving auxiliary matrix eigenvalue problems. The resulting algorithms are applied to molecular dynamics and quantum chemistry examples. Furthermore, we exploit that, under certain conditions, the Schrödinger operator can be transformed into a Kolmogorov backward operator corresponding to a drift-diffusion process and vice versa. This allows us to apply methods developed for the analysis of high-dimensional stochastic differential equations to quantum mechanical systems.
1 January 2020 in Journal of Computational Dynamics
Methods have previously been developed for the approximation of Lyapunov functions using radial basis functions. However these methods assume that the evolution equations are known. We consider the problem of approximating a given Lyapunov function using radial basis functions where the evolution equations are not known, but we instead have sampled data which is contaminated with noise. We propose an algorithm in which we first approximate the underlying vector field, and use this approximation to then approximate the Lyapunov function. Our approach combines elements of machine learning/statistical learning theory with the existing theory of Lyapunov function approximation. Error estimates are provided for our algorithm.
1 January 2004 in SIAM Journal on Control and Optimization
In this paper, control systems with two uncontrollable modes on the imaginary axis are studied. The main contributions include the local orientation control of periodic solutions and center manifolds, thequadratic normal form of systems with two imaginary uncontrollable modes, the stabilization of the Hopf bifurcation by state feedback, and the quadratic invariants that characterize the nonlinearity of a system and its Hopf bifurcation.