Extended Koopman Models

We introduce two novel generalizations of the Koopman operator method of nonlinear dynamic modeling. Each of these generalizations leads to greatly improved predictive performance without sacrificing a unique trait of Koopman methods: the potential for fast, globally optimal control of nonlinear, nonconvex systems. The first generalization, Convex Koopman Models, uses convex rather than linear dynamics in the lifted space. The second, Extended Koopman Models, additionally introduces an invertible transformation of the control signal which contributes to the lifted convex dynamics. We describe a deep learning architecture for parameterizing these classes of models, and show experimentally that each significantly outperforms traditional Koopman models in trajectory prediction for two nonlinear, nonconvex dynamic systems.

Coarse-Grained Nonlinear System Identification

We introduce Coarse-Grained Nonlinear Dynamics, an efficient and universal parameterization of nonlinear system dynamics based on the Volterra series expansion. These models require a number of parameters only quasilinear in the system's memory regardless of the order at which the Volterra expansion is truncated; this is a superpolynomial reduction in the number of parameters as the order becomes large. This efficient parameterization is achieved by coarse-graining parts of the system dynamics that depend on the product of temporally distant input samples; this is conceptually similar to the coarse-graining that the fast multipole method uses to achieve $\mathcal{O}(n)$ simulation of n-body dynamics. Our efficient parameterization of nonlinear dynamics can be used for regularization, leading to Coarse-Grained Nonlinear System Identification, a technique which requires very little experimental data to identify accurate nonlinear dynamic models. We demonstrate the properties of this approach on a simple synthetic problem. We also demonstrate this approach experimentally, showing that it identifies an accurate model of the nonlinear voltage to luminosity dynamics of a tungsten filament with less than a second of experimental data.