Linear quadratic control of nonlinear systems with Koopman operator learning and the Nystr"om method
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Abstract (arXiv)
In this paper, we study how the Koopman operator framework can be combined with kernel methods to effectively control nonlinear dynamical systems. While kernel methods have typically large computational requirements, we show how random subspaces (Nystr"om approximation) can be used to achieve huge computational savings while preserving accuracy. Our main technical contribution is deriving theoretical guarantees on the effect of the Nystr"om approximation. More precisely, we study the linear quadratic regulator problem, showing that the approximated Riccati operator converges at the rate m-1/2, and the regulator objective, for the associated solution of the optimal control problem, converges at the rate m-1, where m is the random subspace size. Theoretical findings are complemented by numerical experiments corroborating our results.
Key facts. Cited by 2 papers in the map (data through 7 Oct 2026). Builds on 27 of its 57 references that are in the map. First posted on arXiv 5 Mar 2024.
Builds on
27 of 57 references.
References · 27
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15 more
- 2018Optimal construction of Koopman eigenfunctions for prediction and controlcited by 34
- 2017Koopman operator-based model reduction for switched-system control of PDEscited by 31
- 2019Active Learning of Dynamics for Data-Driven Control Using Koopman Operatorscited by 31
- 2020Kernel-based approximation of the Koopman generator and Schr"odinger operatorcited by 31
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- 2022Deep Koopman Operator with Control for Nonlinear Systemscited by 25
- 2023Koopman Kernel Regressioncited by 22
- 2021Learning to Forecast Dynamical Systems from Streaming Datacited by 17
- 2023Estimating Koopman operators with sketching to provably learn large scale dynamical systemscited by 15
- 2017Model-Based Control Using Koopman Operatorscited by 14
- 2022Deep Koopman Learning of Nonlinear Time-Varying Systemscited by 10
- 2022Representer Theorem for Learning Koopman Operatorscited by 9
- 2023Sketch In, Sketch Out: Accelerating both Learning and Inference for Structured Prediction with Kernelscited by 5
- 2022Model Predictive Control for Dynamic Cloth Manipulation: Parameter Learning and Experimental Validationcited by 4
- 2021Controlled Gaussian Process Dynamical Models with Application to Robotic Cloth Manipulationcited by 1
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Citing papers per year: 2024: 2.
2 papers.
- 2024Data-Driven Stochastic Optimal Control in Reproducing Kernel Hilbert Spaces23 Jul 2024
- 2024Nonparametric Control Koopman Operators12 May 2024