Towards Data-driven LQR with Koopmanizing Flows (2201.11640v2)

Abstract: We propose a novel framework for learning linear time-invariant (LTI) models for a class of continuous-time non-autonomous nonlinear dynamics based on a representation of Koopman operators. In general, the operator is infinite-dimensional but, crucially, linear. To utilize it for efficient LTI control design, we learn a finite representation of the Koopman operator that is linear in controls while concurrently learning meaningful lifting coordinates. For the latter, we rely on Koopmanizing Flows - a diffeomorphism-based representation of Koopman operators and extend it to systems with linear control entry. With such a learned model, we can replace the nonlinear optimal control problem with quadratic cost to that of a linear quadratic regulator (LQR), facilitating efficacious optimal control for nonlinear systems. The superior control performance of the proposed method is demonstrated on simulation examples.