Koopman

DataDrivenDiffEq.KoopmanType
mutable struct Koopman{O, M, G, T} <: DataDrivenDiffEq.AbstractKoopman

A special basis over the states with parameters , independent variable and possible exogenous controls. It extends an AbstractBasis, which also stores information about the lifted dynamics, specified by a sufficient matrix factorization, an output mapping and internal variables to update the equations. It can be called with the typical SciML signature, meaning out of place with f(u,p,t) or in place with f(du, u, p, t). If control inputs are present, it is assumed that no control corresponds to zero for all inputs. The corresponding function calls are f(u,p,t,inputs) and f(du,u,p,t,inputs) and need to be specified fully.

If linear_independent is set to true, a linear independent basis is created from all atom functions in f.

If simplify_eqs is set to true, simplify is called on f.

Additional keyworded arguments include name, which can be used to name the basis, and observed for defining observeables.

Fields

  • eqs

    The equations of the basis

  • states

    Dependent (state) variables

  • ctrls

    Control variables

  • ps

    Parameters

  • observed

    Observed

  • iv

    Independent variable

  • f

    Internal function representation of the basis

  • lift

    Associated lifting of the operator

  • name

    Name of the basis

  • systems

    Internal systems

  • is_discrete

    Discrete or time continuous

  • K

    The operator/generator of the dynamics

  • C

    Mapping back onto the observed states

  • Q

    Internal matrix Q used for updating

  • P

    Internal matrix P used for updating

Note

The keyword argument eval_expression controls the function creation behavior. eval_expression=true means that eval is used, so normal world-age behavior applies (i.e. the functions cannot be called from the function that generates them). If eval_expression=false, then construction via GeneralizedGenerated.jl is utilized to allow for same world-age evaluation. However, this can cause Julia to segfault on sufficiently large basis functions. By default eval_expression=false.

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Functions

DataDrivenDiffEq.is_stableFunction
is_stable(k)

Returns true if either:

  • the Koopman operator has just eigenvalues with magnitude less than one or
  • the Koopman generator has just eigenvalues with a negative real part
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DataDrivenDiffEq.update!Function
update!(k, X, Y; p, t, U, threshold)

Update the Koopman k given new data X and Y. The operator is updated in place if the L2 error of the prediction exceeds the threshold.

p and t are the parameters of the basis and the vector of timepoints, if necessary.

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Algorithms

DataDrivenDiffEq.DMDPINVType
mutable struct DMDPINV <: DataDrivenDiffEq.AbstractKoopmanAlgorithm

Approximates the Koopman operator K based on

K = Y / X

where Y and X are data matrices. Returns a Eigen factorization of the operator.

Fields

Signatures

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DataDrivenDiffEq.DMDSVDType
mutable struct DMDSVD{T} <: DataDrivenDiffEq.AbstractKoopmanAlgorithm

Approximates the Koopman operator K based on the singular value decomposition of X such that:

K = Y*V*Σ*U'

where Y and X = U*Σ*V' are data matrices. The singular value decomposition is truncated via the truncation parameter, which can either be an Int indiciating an index based truncation or a Real indiciating a tolerance based truncation. Returns a Eigen factorization of the operator.

Fields

  • truncation

    Indiciates the truncation

Signatures

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DataDrivenDiffEq.TOTALDMDType
mutable struct TOTALDMD{R, A} <: DataDrivenDiffEq.AbstractKoopmanAlgorithm

Approximates the Koopman operator K with the algorithm alg over the rank-reduced data matrices Xᵣ = X Qᵣ and Yᵣ = Y Qᵣ, where Qᵣ originates from the singular value decomposition of the joint data Z = [X; Y]. Based on this paper.

If rtol ∈ (0, 1) is given, the singular value decomposition is reduced to include only entries bigger than rtol*maximum(Σ). If rtol is an integer, the reduced SVD up to rtol is used for computation.

Fields

  • truncation

  • alg

Signatures

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