I have a background in machine learning and control theory. Lately, I shifted my focus towards nonlinear systems. I am interested in rigorous mathematical analysis, stability, and control of nonlinear dynamical systems.
I have a solid mathematical background in measure theory, functional analysis, and ergodic theory.
To be more specific, I am looking for some reference that:
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Introduces Lie Groups and Lie Algebra.
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Gives a special treatment for their applications in nonlinear systems.
I am citing the following article as a motivation
$[1]$ Chein-Shan Liu,
A Lie-group DSO(n) method for nonlinear dynamical systems,
Applied Mathematics Letters,
Volume 26, Issue 7,
2013,
Pages 710-717,
ISSN 0893-9659,
https://doi.org/10.1016/j.aml.2013.01.012.
(https://www.sciencedirect.com/science/article/pii/S0893965913000530)
Best Answer
If you're interested in control aspects of nonlinear systems you could have a look into the second edition of Sontag's "Mathematical Control Theory" (1998): in Chapter 4 Sontag treats non-linear control systems and how to study them via Lie theory.
Admittedly, this book is not an introduction to Lie groups & Lie algebras but I think it very much satisfies your second criterion which is why I felt inclined to mention it here.