Linear identification of nonlinear systems: A lifting technique based on the Koopman operator

We exploit the key idea that nonlinear system identification is equivalent to linear identification of the socalled Koopman operator. Instead of considering nonlinear system identification in the state space, we obtain a novel linear identification technique by recasting the problem in the infinite-dimensional space of observables. This technique can be described in two main steps. In the first step, similar to the socalled Extended Dynamic Mode Decomposition algorithm, the data are lifted to the infinite-dimensional space and used for linear identification of the Koopman operator. In the second step, the obtained Koopman operator is "projected back" to the finite-dimensional state space, and identified to the nonlinear vector field through a linear least squares problem. The proposed technique is efficient to recover (polynomial) vector fields of different classes of systems, including unstable, chaotic, and open systems. In addition, it is robust to noise, well-suited to model low sampling rate datasets, and able to infer network topology and dynamics.Comment: 6 page

Network Reconstruction from Intrinsic Noise

This paper considers the problem of inferring an unknown network of dynamical systems driven by unknown, intrinsic, noise inputs. Equivalently we seek to identify direct causal dependencies among manifest variables only from observations of these variables. For linear, time-invariant systems of minimal order, we characterise under what conditions this problem is well posed. We first show that if the transfer matrix from the inputs to manifest states is minimum phase, this problem has a unique solution irrespective of the network topology. This is equivalent to there being only one valid spectral factor (up to a choice of signs of the inputs) of the output spectral density. If the assumption of phase-minimality is relaxed, we show that the problem is characterised by a single Algebraic Riccati Equation (ARE), of dimension determined by the number of latent states. The number of solutions to this ARE is an upper bound on the number of solutions for the network. We give necessary and sufficient conditions for any two dynamical networks to have equal output spectral density, which can be used to construct all equivalent networks. Extensive simulations quantify the number of solutions for a range of problem sizes. For a slightly simpler case, we also provide an algorithm to construct all equivalent networks from the output spectral density.Comment: 11 pages, submitted to IEEE Transactions on Automatic Contro

Shaping Pulses to Control Bistable Monotone Systems Using Koopman Operator

In this paper, we further develop a recently proposed control method to switch a bistable system between its steady states using temporal pulses. The motivation for using pulses comes from biomedical and biological applications (e.g. synthetic biology), where it is generally difficult to build feedback control systems due to technical limitations in sensing and actuation. The original framework was derived for monotone systems and all the extensions relied on monotone systems theory. In contrast, we introduce the concept of switching function which is related to eigenfunctions of the so-called Koopman operator subject to a fixed control pulse. Using the level sets of the switching function we can (i) compute the set of all pulses that drive the system toward the steady state in a synchronous way and (ii) estimate the time needed by the flow to reach an epsilon neighborhood of the target steady state. Additionally, we show that for monotone systems the switching function is also monotone in some sense, a property that can yield efficient algorithms to compute it. This observation recovers and further extends the results of the original framework, which we illustrate on numerical examples inspired by biological applications.Comment: 7 page

Inverse Problems for Matrix Exponential in System Identification: System Aliasing

This note addresses identification of the $A$-matrix in continuous time linear dynamical systems on state-space form. If this matrix is partially known or known to have a sparse structure, such knowledge can be used to simplify the identification. We begin by introducing some general conditions for solvability of the inverse problems for matrix exponential. Next, we introduce "system aliasing" as an issue in the identification of slow sampled systems. Such aliasing give rise to non-unique matrix logarithms. As we show, by imposing additional conditions on and prior knowledge about the $A$-matrix, the issue of system aliasing can, at least partially, be overcome. Under conditions on the sparsity and the norm of the $A$-matrix, it is identifiable up to a finite equivalence class.Comment: 7 page

Linear Shape Deformation Models with Local Support Using Graph-based Structured Matrix Factorisation

Representing 3D shape deformations by linear models in high-dimensional space has many applications in computer vision and medical imaging, such as shape-based interpolation or segmentation. Commonly, using Principal Components Analysis a low-dimensional (affine) subspace of the high-dimensional shape space is determined. However, the resulting factors (the most dominant eigenvectors of the covariance matrix) have global support, i.e. changing the coefficient of a single factor deforms the entire shape. In this paper, a method to obtain deformation factors with local support is presented. The benefits of such models include better flexibility and interpretability as well as the possibility of interactively deforming shapes locally. For that, based on a well-grounded theoretical motivation, we formulate a matrix factorisation problem employing sparsity and graph-based regularisation terms. We demonstrate that for brain shapes our method outperforms the state of the art in local support models with respect to generalisation ability and sparse shape reconstruction, whereas for human body shapes our method gives more realistic deformations.Comment: Please cite CVPR 2016 versio

Bayesian variable selection in linear dynamical systems

We develop a method for reconstructing regulatory interconnection networks between variables evolving according to a linear dynamical system. The work is motivated by the problem of gene regulatory network inference, that is, finding causal effects between genes from gene expression time series data. In biological applications, the typical problem is that the sampling frequency is low, and consequentially the system identification problem is ill-posed. The low sampling frequency also makes it impossible to estimate derivatives directly from the data. We take a Bayesian approach to the problem, as it offers a natural way to incorporate prior information to deal with the ill-posedness, through the introduction of sparsity promoting prior for the underlying dynamics matrix. It also provides a framework for modelling both the process and measurement noises. We develop Markov Chain Monte Carlo samplers for the discrete-valued zero-structure of the dynamics matrix, and for the continuous-time trajectory of the system.Comment: 19 page