Koopman-based lifting techniques for nonlinear systems identification
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Abstract
We develop a novel lifting technique for nonlinear system identification based on the framework of the Koopman operator. The key idea is to identify the linear (infinite-dimensional) Koopman operator in the lifted space of observables, instead of identifying the nonlinear system in the state space, a process which results in a linear method for nonlinear systems identification. The proposed lifting technique is an indirect method that does not require to compute time derivatives and is therefore well-suited to low-sampling rate datasets. Considering different finite-dimensional subspaces to approximate and identify the Koopman operator, we propose two numerical schemes: a main method and a dual method. The main method is a parametric identification technique that can accurately reconstruct the vector field of a broad class of systems. The dual method provides estimates of the vector field at the data points and is well-suited to identify high-dimensional systems with small datasets. The present paper describes the two methods, provides theoretical convergence results, and illustrates the lifting techniques with several examples.
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1558-2523