Variable projection methods for an optimized dynamic mode decomposition

Preprint English OPEN
Askham, Travis; Kutz, J. Nathan;
  • 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)

    [1] A. Aravkin, D. Drusvyatskiy, and T. van Leeuwen, Variable projection without smoothness, arXiv preprint arXiv:1601.05011, (2016).

    [2] A. Y. Aravkin and T. Van Leeuwen, Estimating nuisance parameters in inverse problems, Inverse Problems, 28 (2012), p. 115016.

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

    [4] T. Askham, duqbo/optdmd: optdmd v1.0.0, Mar. 2017,, https: //

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

  • Related Research Results (2)
  • Metrics
Share - Bookmark