Variable projection methods for an optimized dynamic mode decomposition

Preprint English OPEN
Askham, Travis; Kutz, J. Nathan;
(2017)
  • Subject: 37M02, 65P02, 49M02 | Mathematics - Numerical Analysis

The dynamic mode decomposition (DMD) has become a leading tool for data-driven modeling of dynamical systems, providing a regression framework for fitting linear dynamical models to time-series measurement data. We present a simple algorithm for computing an optimized v... View more
  • References (5)

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    [3] T. Askham, askhamwhat/dmd-varpro-paper-examples: optdmd gure generation, Mar. 2017, https://doi. org/10.5281/zenodo.439373, https://doi.org/10.5281/zenodo.439373.

    [4] T. Askham, duqbo/optdmd: optdmd v1.0.0, Mar. 2017, https://doi.org/10.5281/zenodo.439385, https: //doi.org/10.5281/zenodo.439385.

    [5] S. Bagheri, Koopman-mode decomposition of the cylinder wake, Journal of Fluid Mechanics, 726 (2013), pp. 596{623.

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