arXiv:2511.22648cs.LG2025-11

无需预设函数库,直接从数据中提取非线性系统的动态特征函数。

Spatially Aware Dictionary-Free Koopman Eigenfunction Identification for Modeling and Control

  • 基于参考轨迹和正则化最小二乘法,无须指定函数形式即可识别特征函数。
  • 通过联合优化重建误差与物理一致性残差,提升模型在空间上的准确性。
  • 适用于复杂系统建模与控制设计,如发动机状态估计和时变控制器设计。

提出一种空间感知的无字典特征函数发现(SADFED)框架,无需预先指定提升字典、核函数或神经网络结构,即可从数据中识别低秩Koopman模型。通过选取参考轨迹并利用正则化最小二乘法确定Koopman模态,再经变换时间基底,获得所有采样初值下的特征函数值。仅需优化特征值的实部与虚部。对已识别特征函数样本进行插值,揭示其空间结构,并数值估算梯度。联合目标函数结合轨迹重建误差与归一化的Koopman偏微分方程(KPDE)残差,强化空间一致性并作为物理信息正则项。在具有解析解的FitzHugh-Nagumo系统、van der Pol振子、Duffing系统及双转子涡喷发动机上验证,成功恢复已知特征函数、极限环谐波与同相线、不连续指示函数与等稳面、对称性利用,以及状态依赖的升维输入动力学。对涡喷发动机案例,所建模型用于状态估计与增益调度的跟踪LQG控制器设计,表明SADFED在非线性系统谱识别与控制建模中的适用性。

原文摘要 · Abstract (English)

A spatially aware dictionary-free eigenfunction discovery (SADFED) framework is proposed for identification of low-rank Koopman models from data without prescribing a lifting dictionary, kernel, or neural-network eigenfunction architecture. A reference trajectory is selected and used to determine the Koopman modes by regularized least squares (LS). Then, a transformed temporal basis allows the eigenfunction values at all sampled initial conditions to be obtained by a second regularized LS projection. Consequently, only the real and imaginary parts of the eigenvalues remain as the optimization variables. Interpolation of the identified eigenfunction samples reveals their spatial structure, enabling numerical estimation of their gradients. A joint objective combines trajectory reconstruction error with a normalized Koopman partial differential equation (KPDE) residual, promoting spatial consistency with the KPDE over the sampled region and serving as a physics-informed regularizer. The method is evaluated on a system with analytical Koopman eigenfunctions, the FitzHugh-Nagumo system, the van der Pol oscillator, the Duffing system, and a two-spool turbojet engine. The examples demonstrate recovery of known eigenfunctions, sensitivity to reference trajectory and hyperparameters, limit-cycle harmonics and isochrons, discontinuous indicator eigenfunctions and isostables, symmetry exploitation, and construction of state-dependent lifted input dynamics. For the turbojet example, the identified model is further used for state estimation and design of a gain-scheduled tracking linear quadratic Gaussian controller. The results indicate the applicability of SADFED to Koopman spectral identification and control-oriented modeling of nonlinear dynamical systems.

Koopman模型非线性系统控制建模数据驱动

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