Koopman operators with intrinsic observables in rigged reproducing kernel Hilbert spaces

arXiv:2403.02524v1 Announce Type: cross
Abstract: This paper presents a novel approach for estimating the Koopman operator defined on a reproducing kernel Hilbert space (RKHS) and its spectra. We propose an estimation method, what we call Jet Dynamic Mode Decomposition (JetDMD), leveraging the intrinsic structure of RKHS and the geometric notion known as jets to enhance the estimation of the Koopman operator. This method refines the traditional Extended Dynamic Mode Decomposition (EDMD) in accuracy, especially in the numerical estimation of eigenvalues. …

abstract arxiv call cs.lg dynamic intrinsic kernel math.ds math.fa math.sp novel operators paper space spaces stat.ml type