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Learning Bounded Koopman Observables: Results on Stability, Continuity, and Controllability (2004.14921v1)

Published 30 Apr 2020 in math.DS and math.OC

Abstract: The Koopman operator is an useful analytical tool for studying dynamical systems -- both controlled and uncontrolled. For example, Koopman eigenfunctions can provide non-local stability information about the underlying dynamical system. Koopman representations of nonlinear systems are commonly calculated using machine learning methods, which seek to represent the Koopman eigenfunctions as a linear combinations of nonlinear state measurements. As such, it is important to understand whether, in principle, these eigenfunctions can be successfully obtained using machine learning and what eigenfunctions calculated in this way can tell us about the underlying system. To that end, this paper presents an analysis of continuity, stability and control limitations associated with Koopman eigenfunctions under minimal assumptions and provides a discussion that relates these properties to the ability to calculate Koopman representations with machine learning.

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