Koopman Lifting with Certified Error Bounds for Joint Inference in Nonlinear Networks
Jointly inferring latent node states and unknown network topology in nonlinear graphical dynamical systems is a fundamental yet largely unsolved problem, where the mutual entanglement of continuous states and discrete structure renders accurate recovery of either quantity critically dependent on the other. We propose \textbf{Koopman-GKFA} (Koopman Group-sparse Kalman Filter--ADMM), a unified framework that lifts nonlinear network dynamics into an approximately linear system via Koopman operator embedding with a separable node-wise dictionary, enabling optimal linear filtering for state estimation and provably convergent convex optimization for topology inference. Three theoretical contributions underpin the framework: (i)~a \emph{structural homomorphism lemma} proving that, under a separable-dictionary condition, block sparsity of the lifted coupling operator is isomorphic to the graph topology, providing the rigorous foundation for group-sparse regularization; (ii)~a block-structured group-sparse ADMM topology subproblem with certified linear convergence, extended by an exponential forgetting factor to track time-varying topologies; and (iii)~a \emph{three-term certified mean-squared error bound} that decomposes total estimation error into Koopman truncation, observation noise, and topology residual components, with monotone consistency established as the dictionary dimension grows. Extensive experiments on synthetic benchmarks (Kuramoto oscillators, Hill-kinetics gene-regulatory networks) and real-world datasets (NGSIM US-101, DREAM4) demonstrate that Koopman-GKFA consistently outperforms EKF-, UKF-, and particle-filter-based joint estimators in both state estimation and topology recovery, while exhibiting polynomial computational scaling and strong robustness in high-dimensional nonlinear settings.