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Signal decomposition and multiscale signal analysis provide many useful tools for time-frequency analysis. We proposed a random feature method for analyzing time-series data by constructing a sparse approximation to the spectrogram. The…

Signal Processing · Electrical Eng. & Systems 2023-03-17 Nicholas Richardson , Hayden Schaeffer , Giang Tran

We survey a new paradigm in signal processing known as "compressive sensing". Contrary to old practices of data acquisition and reconstruction based on the Shannon-Nyquist sampling principle, the new theory shows that it is possible to…

History and Overview · Mathematics 2009-03-13 Olga Holtz

Dynamic mode decomposition (DMD) is a data-driven method that models high-dimensional time series as a sum of spatiotemporal modes, where the temporal modes are constrained by linear dynamics. For nonlinear dynamical systems exhibiting…

Dynamical Systems · Mathematics 2019-06-17 Seth M. Hirsh , Kameron Decker Harris , J. Nathan Kutz , Bingni W. Brunton

The dynamic mode decomposition (DMD) is a data-driven approach that extracts the dominant features from spatiotemporal data. In this work, we introduce sparse-mode DMD, a new variant of the optimized DMD framework that specifically…

Machine Learning · Statistics 2025-07-29 Sara M. Ichinaga , Steven L. Brunton , Aleksandr Y. Aravkin , J. Nathan Kutz

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…

Numerical Analysis · Mathematics 2017-04-11 Travis Askham , J. Nathan Kutz

We have deluge of data in time series format for numerous phenomena. The number of snapshots, resolution and many other factors come into play as we look to identify the dynamics in a given problem. The pre-processing and post-processing…

Signal Processing · Electrical Eng. & Systems 2020-01-13 Mohammad N. Murshed , M. Monir Uddin

Integration of physics principles with data-driven methods has attracted great attention in recent few years. In this study, a physics-informed dynamic mode decomposition (piDMD) method, where the mass conservation law is integrated with a…

Fluid Dynamics · Physics 2023-11-07 Dandan Li , Bidan Zhao , Shuai Lu , Junwu Wang

The characterization of intermittent, multiscale and transient dynamics using data-driven analysis remains an open challenge. We demonstrate an application of the Dynamic Mode Decomposition (DMD) with sparse sampling for the diagnostic…

Dynamical Systems · Mathematics 2020-05-18 Krithika Manohar , Eurika Kaiser , Steven L. Brunton , J. Nathan Kutz

The dynamic mode decomposition (DMD) is a data-driven method used for identifying the dynamics of complex nonlinear systems. It extracts important characteristics of the underlying dynamics using measured time-domain data produced either by…

Numerical Analysis · Mathematics 2020-11-24 Ion Victor Gosea , Igor Pontes Duff

Dynamic Mode Decomposition (DMD) is a powerful data-driven method used to extract spatio-temporal coherent structures that dictate a given dynamical system. The method consists of stacking collected temporal snapshots into a matrix and…

Machine Learning · Computer Science 2021-05-11 Gabriel F. Barros , Malú Grave , Alex Viguerie , Alessandro Reali , Alvaro L. G. A. Coutinho

Dynamic Mode Decomposition (DMD) and its variants, such as extended DMD (EDMD), are broadly used to fit simple linear models to dynamical systems known from observable data. As DMD methods work well in several situations but perform poorly…

Dynamical Systems · Mathematics 2024-08-06 George Haller , Bálint Kaszás

Dynamic Mode Decomposition (DMD) is a useful tool to effectively extract the dominant dynamic flow structure from a unsteady flow field. However, DMD requires massive computational resources with respect to memory consumption and the usage…

Fluid Dynamics · Physics 2017-04-03 Daiki Matsumoto , Thomas Indinger

Measurement of the velocity field in thermal-hydraulic experiments is of great importance for phenomena interpretation and code validation. Direct measurement employing Particle Image Velocimetry (PIV) is challenging in some multiphase…

Fluid Dynamics · Physics 2025-09-03 Xicheng Wang , YiMeng Chan , KinWing Wong , Dmitry Grishchenko , Pavel Kudinov

This paper presents a novel power spectral density estimation technique for band-limited, wide-sense stationary signals from sub-Nyquist sampled data. The technique employs multi-coset sampling and incorporates the advantages of compressed…

Information Theory · Computer Science 2012-05-18 Michael A. Lexa , Mike E. Davies , John S. Thompson

Modal decomposition techniques are important tools for the analysis of unsteady flows and, in order to provide meaningful insights with respect to coherent structures and their characteristic frequencies, the modes must possess a robust…

Fluid Dynamics · Physics 2023-08-24 Lucas F. de Souza , Renato F. Miotto , William R. Wolf

Fast-sampled models are essential for control design, e.g., to address intersample behavior. The aim of this paper is to develop a non-parametric identification technique for fast-sampled models of systems that have relevant dynamics and…

Systems and Control · Electrical Eng. & Systems 2023-06-08 Max van Haren , Leonid Mirkin , Lennart Blanken , Tom Oomen

The Koopman Mode Decomposition (KMD) is a data-analysis technique which is often used to extract the spatio-temporal patterns of complex flows. In this paper, we use KMD to study the dynamics of the lid-driven flow in a two-dimensional…

Fluid Dynamics · Physics 2018-01-03 Hassan Arbabi , Igor Mezić

Dynamic Mode Decomposition (DMD) is a data-driven decomposition technique extracting spatio-temporal patterns of time-dependent phenomena. In this paper, we perform a comprehensive theoretical analysis of various variants of DMD. We provide…

Numerical Analysis · Mathematics 2022-02-15 Tim Krake , Daniel Weiskopf , Bernhard Eberhardt

We demonstrate the application of the Dynamic Mode Decomposition (DMD) for the diagnostic analysis of the nonlinear dynamics of a magnetized plasma in resistive magnetohydrodynamics. The DMD method is an ideal spatio-temporal matrix…

Plasma Physics · Physics 2018-05-23 Roy Taylor , J. Nathan Kutz , Kyle Morgan , Brian Nelson

Conventional sub-Nyquist sampling methods for analog signals exploit prior information about the spectral support. In this paper, we consider the challenging problem of blind sub-Nyquist sampling of multiband signals, whose unknown…

Information Theory · Computer Science 2015-05-13 Moshe Mishali , Yonina C. Eldar