Autoencoding for the 'Good Dictionary' of eigen pairs of the Koopman Operator

Abstract

Reduced order modelling relies on representing complex dynamical systems using simplified modes, which can be achieved through Koopman operator analysis. However, computing Koopman eigen pairs for high-dimensional observable data can be inefficient. This paper proposes using deep autoencoders, a type of deep learning technique, to perform non-linear geometric transformations on raw data before computing Koopman eigen vectors. The encoded data produced by the deep autoencoder is diffeomorphic to a manifold of the dynamical system, and has a significantly lower dimension than the raw data. To handle high-dimensional time series data, Takens's time delay embedding is presented as a pre-processing technique. The paper concludes by presenting examples of these techniques in action.