Approximation of Lyapunov functions from noisy data
File(s)Lyapunov-Data_10_2019_jcd_accepted.pdf (612.84 KB)
Accepted version
Author(s)
Giesl, Peter
Hamzi, Boumediene
Rasmussen, Martin
Webster, Kevin N
Type
Journal Article
Abstract
Methods have previously been developed for the approximation of Lyapunov
functions using radial basis functions. However these methods assume that the
evolution equations are known. We consider the problem of approximating a given
Lyapunov function using radial basis functions where the evolution equations
are not known, but we instead have sampled data which is contaminated with
noise. We propose an algorithm in which we first approximate the underlying
vector field, and use this approximation to then approximate the Lyapunov
function. Our approach combines elements of machine learning/statistical
learning theory with the existing theory of Lyapunov function approximation.
Error estimates are provided for our algorithm.
functions using radial basis functions. However these methods assume that the
evolution equations are known. We consider the problem of approximating a given
Lyapunov function using radial basis functions where the evolution equations
are not known, but we instead have sampled data which is contaminated with
noise. We propose an algorithm in which we first approximate the underlying
vector field, and use this approximation to then approximate the Lyapunov
function. Our approach combines elements of machine learning/statistical
learning theory with the existing theory of Lyapunov function approximation.
Error estimates are provided for our algorithm.
Date Issued
2020-06-01
Date Acceptance
2019-10-30
Citation
Journal of Computational Dynamics, 2020, 7 (1), pp.57-81
ISSN
2158-2491
Publisher
American Institute of Mathematical Sciences
Start Page
57
End Page
81
Journal / Book Title
Journal of Computational Dynamics
Volume
7
Issue
1
Copyright Statement
© 2020 American Institute of Mathematical Sciences.
Sponsor
Engineering & Physical Science Research Council (EPSRC)
Engineering & Physical Science Research Council (EPSRC)
Identifier
http://arxiv.org/abs/1601.01568v1
Grant Number
EP/I004165/1
EP/L00187X/1
Subjects
math.DS
math.DS
Publication Status
Published