论文标题
关于在扩展动态模式分解中可观察到的可观察功能的分析构建,以进行非线性估计和预测
On analytical construction of observable functions in extended dynamic mode decomposition for nonlinear estimation and prediction
论文作者
论文摘要
我们提出了在扩展动态模式分解(EDMD)算法中可观察到的函数的分析构造。 EDMD是一种用于近似Koopman操作员光谱属性的数值方法。可观察功能的选择是将EDMD应用于系统和控制中出现的非线性问题的基础。现有方法要么从一组字典函数开始,因此寻找最适合基础非线性动力学的子集,或者它们依靠机器学习算法来“学习”可观察的功能。相反,在本文中,我们从动力学系统模型开始,然后将其通过谎言衍生物提升,从而将其呈现为多项式形式。这种提出的转化为多项式形式是准确的,并且提供了一组适当的可观察功能。所提出的方法的强度是其适用于更广泛的非线性动力学系统,尤其是那些具有非分解功能及其组成的非线性动力学系统。此外,它保留了基本动力学系统的物理解释性,并且可以容易地集成到现有的数值库中。通过应用于电力系统的应用说明了所提出的方法。建模的系统由连接到无限总线的单个发电机组成,非线性术语包括正弦和余弦函数。结果证明了所提出的程序在非线性非线性动力学中进行估计和预测的有效性。从建议的构造获得的可观察功能优于使用包含单一函数或径向基函数的字典函数的方法。
We propose an analytical construction of observable functions in the extended dynamic mode decomposition (EDMD) algorithm. EDMD is a numerical method for approximating the spectral properties of the Koopman operator. The choice of observable functions is fundamental for the application of EDMD to nonlinear problems arising in systems and control. Existing methods either start from a set of dictionary functions and look for the subset that best fits the underlying nonlinear dynamics or they rely on machine learning algorithms to "learn" observable functions. Conversely, in this paper, we start from the dynamical system model and lift it through the Lie derivatives, rendering it into a polynomial form. This proposed transformation into a polynomial form is exact, and it provides an adequate set of observable functions. The strength of the proposed approach is its applicability to a broader class of nonlinear dynamical systems, particularly those with nonpolynomial functions and compositions thereof. Moreover, it retains the physical interpretability of the underlying dynamical system and can be readily integrated into existing numerical libraries. The proposed approach is illustrated with an application to electric power systems. The modeled system consists of a single generator connected to an infinite bus, where nonlinear terms include sine and cosine functions. The results demonstrate the effectiveness of the proposed procedure in off-attractor nonlinear dynamics for estimation and prediction; the observable functions obtained from the proposed construction outperform methods that use dictionary functions comprising monomials or radial basis functions.