Distributed Deep Koopman Learning for Nonlinear Dynamics

Abstract: Koopman operator theory has proven to be highly significant in system identification, even for challenging scenarios involving nonlinear time-varying systems (NTVS). In this context, we examine a network of connected agents, each with limited observation capabilities, aiming to estimate the dynamics of an NTVS collaboratively. Drawing inspiration from Koopman operator theory, deep neural networks, and distributed consensus, we introduce a distributed algorithm for deep Koopman learning of the dynamics of an NTVS. This approach enables individual agents to approximate the entire dynamics despite having access to only partial state observations. We guarantee consensus not only on the estimated dynamics but also on its structure, i.e., the matrices encountered in the linear equation of the lifted Koopman system. We provide theoretical insights into the convergence of the learning process and accompanying numerical simulations.