The invention discloses a depth Koopman modeling method and
system fused with differential quadratic
programming, and the method comprises the steps: collecting and
processing the historical operation data, state data and input data of a nonlinear dynamic
system, and dividing the data into a
training set and a
verification set; a depth Koopman modeling framework integrated with a differentiable quadratic
programming layer is constructed; and training the modeling framework by using a historical operation
data set, and optimizing to-be-trained parameters through training to finally obtain a dimension raising mapping function of the modeled nonlinear dynamic
system and an optimal high-dimensional global linear dynamic model corresponding to the function. According to the method, the dimension raising mapping function can be automatically learned and optimized, and the current optimal high-dimensional global linear dynamic model is calculated in real time by utilizing the differentiable
programming layer in the learning process, so that the manual selection process of the dimension raising mapping function with subjectivity and
blindness is avoided; and the optimality of the obtained high-dimensional global linear dynamic model can be effectively ensured. Therefore, the modeling precision of the method is effectively improved.