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Register a new userTheoretical Foundations for the Dynamic Mode Decomposition of High Order Dynamical Systems
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Conventionally, data driven identification and control problems for higher order dynamical systems are solved by augmenting the system state by the derivatives of the output to formulate first order dynamical systems in higher dimensions. However, solution of the augmented problem typically requires knowledge of the full augmented state, which requires numerical differentiation of the original output, frequently resulting in noisy signals. This manuscript develops the theory necessary for a direct analysis of higher order dynamical systems using higher order Liouville operators. Fundamental to this theoretical development is the introduction of signal valued RKHSs and new operators posed over these spaces. Ultimately, it is observed that despite the added abstractions, the necessary computations are remarkably similar to that of first order DMD methods using occupation kernels.
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This manuscript provides a theoretical foundation for the Dynamic Mode Decomposition (DMD) of control affine dynamical systems through vector valued reproducing kernel Hilbert spaces (RKHSs). Specifically, control Liouville operators and control occupation kernels are introduced to separate the drift dynamics from the control effectiveness components. Given a known feedback controller that is represented through a multiplication operator, a DMD analysis may be performed on the composition of these operators to make predictions concerning the system controlled by the feedback controller.
Dynamic mode decomposition (DMD) is a data-driven technique used for capturing the dynamics of complex systems. DMD has been connected to spectral analysis of the Koopman operator, and essentially extracts spatial-temporal modes of the dynamics from an estimate of the Koopman operator obtained from data. Recent work of Proctor, Brunton, and Kutz has extended DMD and Koopman theory to accommodate systems with control inputs: dynamic mode decomposition with control (DMDc) and Koopman with inputs and control (KIC). In this paper, we introduce a technique, called Network dynamic mode decomposition with control, or Network DMDc, which extends the DMDc to interconnected, or networked, control systems. Additionally, we provide an adaptation of Koopman theory for networks as a context in which to perform this algorithm. The Network DMDc method carefully analyzes the dynamical relationships only between components in systems which are connected in the network structure. By focusing on these direct dynamical connections and cutting out computation for relationships between unconnected components, this process allows for improvements in computational intensity and accuracy.
Accurate readout of low-power optical higher-order spatial modes is of increasing importance to the precision metrology community. Mode sensors are used to prevent mode mismatches from degrading quantum and thermal noise mitigation strategies. Direct mode analysis sensors (MODAN) are a promising technology for real-time monitoring of arbitrary higher-order modes. We demonstrate MODAN with photo-diode readout to mitigate the typically low dynamic range of CCDs. We look for asymmetries in the response our sensor to break degeneracies in the relative alignment of the MODAN and photo-diode and consequently improve the dynamic range of the mode sensor. We provide a tolerance analysis and show methodology that can be applied for sensors beyond first-order spatial modes.
Extended dynamic mode decomposition (EDMD) provides a class of algorithms to identify patterns and effective degrees of freedom in complex dynamical systems. We show that the modes identified by EDMD correspond to those of compact Perron-Frobenius and Koopman operators defined on suitable Hardy-Hilbert spaces when the method is applied to classes of analytic maps. Our findings elucidate the interpretation of the spectra obtained by EDMD for complex dynamical systems. We illustrate our results by numerical simulations for analytic maps.
Dynamic Mode Decomposition (DMD) is a powerful tool for extracting spatial and temporal patterns from multi-dimensional time series, and it has been used successfully in a wide range of fields, including fluid mechanics, robotics, and neuroscience. Two of the main challenges remaining in DMD research are noise sensitivity and issues related to Krylov space closure when modeling nonlinear systems. Here, we investigate the combination of noise and nonlinearity in a controlled setting, by studying a class of systems with linear latent dynamics which are observed via multinomial observables. Our numerical models include system and measurement noise. We explore the influences of dataset metrics, the spectrum of the latent dynamics, the normality of the system matrix, and the geometry of the dynamics. Our results show that even for these very mildly nonlinear conditions, DMD methods often fail to recover the spectrum and can have poor predictive ability. Our work is motivated by our experience modeling multilegged robot data, where we have encountered great difficulty in reconstructing time series for oscillatory systems with slow transients, which decay only slightly faster than a period.
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