IMC Seminar: Data-driven system analysis: Polynomial optimization meets Koopman
Next Wednesday October 30, 2024 our Senior scientist Prof. Dr. Giovanni Fantuzzi will talk on “Data-driven system analysis: Polynomial optimization meets Koopman” at the IMC Seminar organized by the UC Chile University (Pontificia Universidad Católica de Chile).
Abstract. When studying complex systems that evolve over time, it is often not enough to just predict the future. We also want to know if equilibrium states are stable, how the system will behave on average over a long time, and how uncertainty impacts the dynamics. Techniques from polynomial optimization can be used to make these predictions when we have explicit models for the dynamics based on polynomial equations. But what if the model isn’t based on polynomial equations or, worse, we don’t know the model at all?
In this talk, I will discuss how we can analyze dynamical systems using only data from measurements, with no need for an explicit mathematical model. The main idea is to combine polynomial optimization with a data analysis technique called extended dynamic mode decomposition, which is related to the celebrated Koopman operator. I will introduce these tools, show how they work together, and illustrate their effectiveness with examples related to stability and long-term behavior.
WHEN
Wed. October 30, 2024 at 17:40H -Berlin time (13:40H -local time)
WHERE
On-site / Online
On-site: Auditorium. San Agustin building.
UC Chile University
Online: https://us06web.zoom.us/j/83009816025?pwd=U2aoJHMX2UECBbO1ubxbcZD8rLdaV4.1
PIN code: G35dyZ