{"paper":{"title":"Koopman Spectral Analysis and System Identification for Stochastic Dynamical Systems via Yosida Approximation of Generators","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["cs.SY"],"primary_cat":"eess.SY","authors_text":"Jun Liu, Jun Zhou, Yiming Meng","submitted_at":"2025-04-10T16:49:37Z","abstract_excerpt":"System identification and Koopman spectral analysis are crucial for uncovering physical laws and understanding the long-term behaviour of stochastic dynamical systems governed by stochastic differential equations (SDEs). In this work, we propose a novel method for estimating the Koopman generator of systems of SDEs, based on the theory of resolvent operators and the Yosida approximation. This enables both spectral analysis and accurate estimation and reconstruction of system parameters. The proposed approach relies on only mild assumptions about the system and effectively avoids the error ampl"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2504.13912","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2504.13912/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}