Koopman Subspace Pruning in Reproducing Kernel Hilbert Spaces via Principal Vectors

摘要

Data-driven approximations of the infinite-dimensional Koopman operator rely on finite-dimensional projections, where the predictive accuracy of the resulting models hinges heavily on the invariance of the chosen subspace. Subspace pruning systematically discards geometrically misaligned directions to enhance this invariance proximity, which formally corresponds to the largest principal angle between the subspace and its image under the operator. Yet, existing techniques are largely restricted to Euclidean settings. To bridge this gap, this paper presents an approach for computing principal angles and vectors to enable Koopman subspace pruning within a Reproducing Kernel Hilbert Space (RKHS) geometry. We first outline an exact computational routine, which is subsequently scaled for large datasets using randomized Nystrom approximations. Based on these foundations, we introduce the Kernel-SPV and Approximate Kernel-SPV algorithms for targeted subspace refinement via principal vectors. Simulation results validate our approach.