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On the equivalence of contraction and Koopman approaches for nonlinear stability and control

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 Added by Bowen Yi
 Publication date 2021
and research's language is English




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In this paper we prove new connections between two frameworks for analysis and control of nonlinear systems: the Koopman operator framework and contraction analysis. Each method, in different ways, provides exact and global analyses of nonlinear systems by way of linear systems theory. The main results of this paper show equivalence between contraction and Koopman approaches for a wide class of stability analysis and control design problems. In particular: stability or stablizability in the Koopman framework implies the existence of a contraction metric (resp. control contraction metric) for the nonlinear system. Further in certain cases the converse holds: contraction implies the existence of a set of observables with which stability can be verified via the Koopman framework. We provide results for the cases of autonomous and time-varying systems, as well as orbital stability of limit cycles. Furthermore, the converse claims are based on a novel relation between the Koopman method and construction of a Kazantzis-Kravaris-Luenberger observer. We also provide a byproduct of the main results, that is, a new method to learn contraction metrics from trajectory data via linear system identification.



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Methods for constructing causal linear models from nonlinear dynamical systems through lifting linearization underpinned by Koopman operator and physical system modeling theory are presented. Outputs of a nonlinear control system, called observables, may be functions of state and input, $phi(x,u)$. These input-dependent observables cannot be used for lifting the system because the state equations in the augmented space contain the time derivatives of input and are therefore anticausal. Here, the mechanism of creating anticausal observables is examined, and two methods for solving the causality problem in lifting linearization are presented. The first method is to replace anticausal observables by their integral variables $phi^*$, and lift the dynamics with $phi^*$, so that the time derivative of $phi^*$ does not include the time derivative of input. The other method is to alter the original physical model by adding a small inertial element, or a small capacitive element, so that the systems causal relationship changes. These augmented dynamics alter the signal path from the input to the anticausal observable so that the observables are not dependent on inputs. Numerical simulations validate the effectiveness of the methods.
The Koopman operator allows for handling nonlinear systems through a (globally) linear representation. In general, the operator is infinite-dimensional - necessitating finite approximations - for which there is no overarching framework. Although there are principled ways of learning such finite approximations, they are in many instances overlooked in favor of, often ill-posed and unstructured methods. Also, Koopman operator theory has long-standing connections to known system-theoretic and dynamical system notions that are not universally recognized. Given the former and latter realities, this work aims to bridge the gap between various concepts regarding both theory and tractable realizations. Firstly, we review data-driven representations (both unstructured and structured) for Koopman operator dynamical models, categorizing various existing methodologies and highlighting their differences. Furthermore, we provide concise insight into the paradigms relation to system-theoretic notions and analyze the prospect of using the paradigm for modeling control systems. Additionally, we outline the current challenges and comment on future perspectives.
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