Develops a nonparametric sparse online algorithm to learn the Koopman operator iteratively via stochastic approximation with explicit complexity control and convergence guarantees in misspecified RKHS settings via conditional mean embeddings.
Mezi´c,Spectrum of the koopman operator, spectral expansions in functional spaces, and state-space geometry, Journal of Nonlinear Science, 30 (2020), pp
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Nonparametric Sparse Online Learning of the Koopman Operator
Develops a nonparametric sparse online algorithm to learn the Koopman operator iteratively via stochastic approximation with explicit complexity control and convergence guarantees in misspecified RKHS settings via conditional mean embeddings.