A Comparison Between Markov Chain and Koopman Operator Based Data-Driven Modeling of Dynamical Systems

Markov chain-based modeling and Koopman operator-based modeling are two popular frameworks for data-driven modeling of dynamical systems. They share notable similarities from a computational and practitioner's perspective, especially for modeling autonomous systems. The first part of this paper aims to elucidate these similarities. For modeling systems with control inputs, the models produced by the two approaches differ. The second part of this paper introduces these models and their corresponding control design methods. We illustrate the two approaches and compare them in terms of model accuracy and computational efficiency for both autonomous and controlled systems in numerical examples.