Exact and Inexact Lifting Transformations of Nonlinear Dynamical Systems: Transfer Functions, Equivalence, and Complexity Reduction

In this work, we deal with the problem of approximating and equivalently formulating generic nonlinear systems by means of specific classes thereof. Bilinear and quadratic-bilinear systems accomplish precisely this goal. Hence, by means of exact and inexact lifting transformations, we are able to reformulate the original nonlinear dynamics into a different, more simplified format. Additionally, we study the problem of complexity/model reduction of large-scale lifted models of nonlinear systems from data. The method under consideration is the Loewner framework, an established data-driven approach that requires samples of input–output mappings. The latter are known as generalized transfer functions, which are appropriately defined for both bilinear and quadratic-bilinear systems. We show connections between these mappings as well as between the matrices of reduced-order models. Finally, we illustrate the theoretical discussion with two numerical examples

A note on modeling some classes of nonlinear systems from data

We study the modeling of bilinear and quadratic systems from measured data. The measurements are given by samples of higher order frequency response functions. These values can be identified from the corresponding Volterra series of the underlying nonlinear system. We test the method for examples from structural dynamics and chemistry

Singularly perturbed forward-backward stochastic differential equations: application to the optimal control of bilinear systems

We study linear-quadratic stochastic optimal control problems with bilinear state dependence for which the underlying stochastic differential equation (SDE) consists of slow and fast degrees of freedom. We show that, in the same way in which the underlying dynamics can be well approximated by a reduced order effective dynamics in the time scale limit (using classical homogenziation results), the associated optimal expected cost converges in the time scale limit to an effective optimal cost. This entails that we can well approximate the stochastic optimal control for the whole system by the reduced order stochastic optimal control, which is clearly easier to solve because of lower dimensionality. The approach uses an equivalent formulation of the Hamilton-Jacobi-Bellman (HJB) equation, in terms of forward-backward SDEs (FBSDEs). We exploit the efficient solvability of FBSDEs via a least squares Monte Carlo algorithm and show its applicability by a suitable numerical example

Identification and data-driven model reduction of state-space representations of lossless and dissipative systems from noise-free data

We illustrate procedures to identify a state-space representation of a lossless- or dissipative system from a given noise-free trajectory; important special cases are passive- and bounded-real systems. Computing a rank-revealing factorization of a Gramian-like matrix constructed from the data, a state sequence can be obtained; state-space equations are then computed solving a system of linear equations. This idea is also applied to perform model reduction by obtaining a balanced realization directly from data and truncating it to obtain a reduced-order mode