Koopman-based control of nonlinear systems with closed-loop guarantees

Abstract: In this paper, we provide a tutorial overview and an extension of a recently developed framework for data-driven control of unknown nonlinear systems with rigorous closed-loop guarantees. The proposed approach relies on the Koopman operator representation of the nonlinear system, for which a bilinear surrogate model is estimated based on data. In contrast to existing Koopman-based estimation procedures, we state guaranteed bounds on the approximation error using the stability- and certificate-oriented extended dynamic mode decomposition (SafEDMD) framework. The resulting surrogate model and the uncertainty bounds allow us to design controllers via robust control theory and sum-of-squares optimization, guaranteeing desirable properties for the closed-loop system. We present results on stabilization both in discrete and continuous time, and we derive a method for controller design with performance objectives. The benefits of the presented framework over established approaches are demonstrated with a numerical example.