424 research outputs found
Data-Driven Approximation of Transfer Operators: Naturally Structured Dynamic Mode Decomposition
In this paper, we provide a new algorithm for the finite dimensional
approximation of the linear transfer Koopman and Perron-Frobenius operator from
time series data. We argue that existing approach for the finite dimensional
approximation of these transfer operators such as Dynamic Mode Decomposition
(DMD) and Extended Dynamic Mode Decomposition (EDMD) do not capture two
important properties of these operators, namely positivity and Markov property.
The algorithm we propose in this paper preserve these two properties. We call
the proposed algorithm as naturally structured DMD since it retains the
inherent properties of these operators. Naturally structured DMD algorithm
leads to a better approximation of the steady-state dynamics of the system
regarding computing Koopman and Perron- Frobenius operator eigenfunctions and
eigenvalues. However preserving positivity properties is critical for capturing
the real transient dynamics of the system. This positivity of the transfer
operators and it's finite dimensional approximation also has an important
implication on the application of the transfer operator methods for controller
and estimator design for nonlinear systems from time series data
Applied Koopman Operator Theory for Power Systems Technology
Koopman operator is a composition operator defined for a dynamical system
described by nonlinear differential or difference equation. Although the
original system is nonlinear and evolves on a finite-dimensional state space,
the Koopman operator itself is linear but infinite-dimensional (evolves on a
function space). This linear operator captures the full information of the
dynamics described by the original nonlinear system. In particular, spectral
properties of the Koopman operator play a crucial role in analyzing the
original system. In the first part of this paper, we review the so-called
Koopman operator theory for nonlinear dynamical systems, with emphasis on modal
decomposition and computation that are direct to wide applications. Then, in
the second part, we present a series of applications of the Koopman operator
theory to power systems technology. The applications are established as
data-centric methods, namely, how to use massive quantities of data obtained
numerically and experimentally, through spectral analysis of the Koopman
operator: coherency identification of swings in coupled synchronous generators,
precursor diagnostic of instabilities in the coupled swing dynamics, and
stability assessment of power systems without any use of mathematical models.
Future problems of this research direction are identified in the last
concluding part of this paper.Comment: 31 pages, 11 figure
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