Koopman theory is widely used for data-driven modeling of nonlinear dynamical systems. One of the well-known algorithms that stem from this approach is the Extended Dynamic Mode Decomposition (EDMD), a data-driven algorithm for uncontrolled systems. In this thesis, we will start by discussing the EDMD algorithm. We will discuss how this algorithm encompasses Dynamic Mode Decomposition (DMD), a widely used data-driven algorithm. Then we will extend our discussion to input-output systems and identify ways to extend the Koopman Operator Theory to input-output systems. We will also discuss how various algorithms can be identified as instances of this framework. Special care is given to Wavelet-based Dynamic Mode Decomposition (WDMD). WDMD is a variant of DMD that uses only the input and output data. WDMD does that by generating auxiliary states acquired from the Wavelet transform. We will show how the action of the Koopman operator can be simplified by using the Wavelet transform and how the WDMD algorithm can be motivated by this representation. We will also introduce a slight modification to WDMD that makes it more robust to noise. / Master of Science / To analyze a real-world phenomenon we first build a mathematical model to capture its behavior. Traditionally, to build a mathematical model, we isolate its principles and encode it into a function. However, when the phenomenon is not well-known, isolating these principles is not possible. Hence, rather than understanding its principles, we sample data from that phenomenon and build our mathematical model directly from this data by using approximation techniques. In this thesis, we will start by focusing on cases where we can fully observe the phenomena, when no external stimuli are present. We will discuss how some algorithms originating from these approximation techniques can be identified as instances of the Extended Dynamic Mode Decomposition (EDMD) algorithm. For that, we will review an alternative approach to mathematical modeling, called the Koopman approach, and explain how the Extended DMD algorithm stems from this approach. Then we will focus on the case where there is external stimuli and we can only partially observe the phenomena. We will discuss generalizations of the Koopman approach for this case, and how various algorithms that model such systems can be identified as instances of the EDMD algorithm adapted for this case. Special attention is given to the Wavelet-based Dynamic Mode Decomposition (WDMD) algorithm. WDMD builds a mathematical model from the data by borrowing ideas from Wavelet theory, which is used in signal processing. In this way, WDMD does not require the sampling of the fully observed system. This gives WDMD the flexibility to be used for cases where we can only partially observe the phenomena. While showing that WDMD is an instance of EDMD, we will also show how Wavelet theory can simplify the Koopman approach and thus how it can pave the way for an easier analysis.
| Identifer | oai:union.ndltd.org:VTETD/oai:vtechworks.lib.vt.edu:10919/120888 |
| Date | 17 June 2024 |
| Creators | Tilki, Cankat |
| Contributors | Mathematics, Gugercin, Serkan, Beattie, Christopher A., Embree, Mark P., Miedlar, Agnieszka |
| Publisher | Virginia Tech |
| Source Sets | Virginia Tech Theses and Dissertation |
| Detected Language | English |
| Type | Thesis, Text |
| Format | ETD, application/pdf, application/pdf |
| Rights | In Copyright, http://rightsstatements.org/vocab/InC/1.0/ |
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