On Dynamic Mode Decomposition of Control-affine Systems
Moad Abudia, Joel A. Rosenfeld, Rushikesh Kamalapurkar
TL;DR
This work develops a norm-convergent, finite-rank framework for dynamic mode decomposition of control-affine systems by embedding the dynamics in a vector-valued reproducing kernel Hilbert space and using control occupation kernels to separate drift from input effects. A finite-rank representation $P_{eta^M} A_{f,g} P_{d^M}$ of the control Liouville operator $A_{f,g}$ is constructed with Gram matrices $G_d$ and $G_eta$, and its singular values/functions are obtained from a matrix representation $[P_eta A_{f,g}]_d^eta = G_eta^{+} G_d$. This yields a data-driven spectral decomposition that identifies drift $f$ and control-effectiveness $g$ via $ olinebreak olinebreak F(x,u) olinebreak = olinebreak D G_eta^{+} eta(x) 1u$, and guarantees convergence $ olinebreak o F(x,u)$ as the data set grows. The method is validated on a Duffing oscillator, showing accurate trajectory predictions and precise vector-field deductions, thereby enabling reliable prediction of system responses to admissible controls in a principled, kernel-based setting.
Abstract
This paper builds on the theoretical foundations for dynamic mode decomposition (DMD) of control-affine dynamical systems by leveraging the theory of vector-valued reproducing kernel Hilbert spaces (RKHSs). Specifically, control Liouville operators and control occupation kernels are used to separate the drift dynamics from the input dynamics. A provably convergent finite-rank estimation of a compact control Liouville operator is obtained, provided sufficiently rich data are available. A matrix representation of the finite-rank operator is used to construct a data-driven representation of its singular values, left singular functions, and right singular functions. The singular value decomposition is used to generate a data-driven model of the control-affine nonlinear system. The developed method generates a model that can be used to predict the trajectories of the system in response to any admissible control input. Numerical experiments are included to demonstrate the efficacy of the developed technique.
