Data-driven analysis and control of dynamical systems have gained a lot of interest in recent years. While the class of linear systems is well studied, theoretical results for nonlinear systems are still rare. In this paper, we present a data-driven controller design method for discretetime control-affine nonlinear systems. Our approach relies on the Koopman operator, which is a linear but infinite-dimensional operator lifting the nonlinear system to a higher-dimensional space. Particularly, we derive a linear fractional representation of a lifted bilinear system representation based on measured data. Further, we restrict the lifting to finite dimensions, but account for the truncation error using a finite-gain argument. We derive a linear matrix inequality based design procedure to guarantee robust local stability for the resulting bilinear system for all error terms satisfying the finite-gain bound and, thus, also for the underlying nonlinear system. Finally, we apply the developed design method to the nonlinear Van der Pol oscillator.
In this article, we introduce a novel moment closure scheme based on concepts from Model Predictive Control (MPC) to accurately describe the time evolution of the statistical moments of the solution of the Chemical Master Equation (CME). The Method of Moments, a set of ordinary differential equations frequently used to consider the first nmmoments, is generally not closed since lower-order moments depend on higher-order moments. To overcome this limitation, we interpret the moment equations as a nonlinear dynamical system, where the first nmmoments serve as states and the closing moments serve as control input. We demonstrate the efficacy of our approach using two example systems and show that it outperforms existing closure schemes. For polynomial systems, which encompass all mass-action systems, we provide probability bounds for the error between true and estimated moment trajectories. We achieve this by combining convergence properties of a priori moment estimates from stochastic simulations with guarantees for nonlinear reference tracking MPC. Our proposed method offers an effective solution to accurately predict the time evolution of moments of the CME, which has wide-ranging implications for many fields, including biology, chemistry, and engineering.
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