Koopman-based Deep Learning for Nonlinear System Estimation

Nonlinear differential equations are encountered as models of fluid flow, spiking neurons, and many other systems of interest in the real world. Common features of these systems are that their behaviors are difficult to describe exactly and invariably unmodeled dynamics present challenges in making precise predictions. In many cases the models exhibit extremely complicated behavior due to bifurcations and chaotic regimes. In this paper, we present a novel data-driven linear estimator that uses Koopman operator theory to extract finite-dimensional representations of complex nonlinear systems. The extracted model is used together with a deep reinforcement learning network that learns the optimal stepwise actions to predict future states of the original nonlinear system. Our estimator is also adaptive to a diffeomorphic transformation of the nonlinear system which enables transfer learning to compute state estimates of the transformed system without relearning from scratch.