Related papers: Variable projection methods for an optimized dynam…
This note proposes a simple and general framework of dynamic mode decomposition (DMD) and a mode selection for large datasets. The proposed framework explicitly introduces a preconditioning step using an incremental proper orthogonal…
Dynamic mode decomposition (DMD) has emerged as a popular data-driven modeling approach to identifying spatio-temporal coherent structures in dynamical systems, owing to its strong relation with the Koopman operator. For dynamical systems…
Dynamic mode decomposition (DMD) is a popular data-driven framework to extract linear dynamics from complex high-dimensional systems. In this work, we study the system identification properties of DMD. We first show that DMD is invariant…
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…
We introduce a new adaptive decomposition tool, which we refer to as Nonlinear Mode Decomposition (NMD). It decomposes a given signal into a set of physically meaningful oscillations for any waveform, simultaneously removing the noise. NMD…
Dynamic Mode Decomposition (DMD) is a powerful, data-driven method for diagnosing complex dynamics. Various DMD algorithms allow one to fit data with a low-rank model that decomposes it into a sum of coherent spatiotemporal patterns.…
In this paper, a generic extension of variational mode decomposition (VMD) algorithm for multivariate or multichannel data sets is presented. We first define a model for multivariate modulated oscillations that is based on the presence of a…
Dynamic Mode Decomposition (DMD) yields a linear, approximate model of a system's dynamics that is built from data. We seek to reduce the order of this model by identifying a reduced set of modes that best fit the output. We adopt a model…
This paper introduces a fast algorithm for randomized computation of a low-rank Dynamic Mode Decomposition (DMD) of a matrix. Here we consider this matrix to represent the development of a spatial grid through time e.g. data from a static…
A novel approach to reduced-order modeling of high-dimensional time varying systems is proposed. It leverages the formalism of the Dynamic Mode Decomposition technique together with the concept of balanced realization. It is assumed that…
There is a broad need in the neuroscience community to understand and visualize large-scale recordings of neural activity, big data acquired by tens or hundreds of electrodes simultaneously recording dynamic brain activity over minutes to…
This paper introduces a data-driven time embedding method for modeling long-range seasonal dependencies in spatiotemporal forecasting tasks. The proposed approach employs Dynamic Mode Decomposition (DMD) to extract temporal modes directly…
This paper presents a novel adaptive-sparse polynomial dimensional decomposition (PDD) method for stochastic design optimization of complex systems. The method entails an adaptive-sparse PDD approximation of a high-dimensional stochastic…
Variable projection solves structured optimization problems by completely minimizing over a subset of the variables while iterating over the remaining variables. Over the last 30 years, the technique has been widely used, with empirical and…
Linear Parameter Varying (LPV) Systems are a well-established class of nonlinear systems with a rich theory for stability analysis, control, and analytical response finding, among other aspects. Although there are works on data-driven…
Signal decomposition (SD) approaches aim to decompose non-stationary signals into their constituent amplitude- and frequency-modulated components. This represents an important preprocessing step in many practical signal processing…
We propose a novel framework for learning a low-dimensional representation of data based on nonlinear dynamical systems, which we call dynamical dimension reduction (DDR). In the DDR model, each point is evolved via a nonlinear flow towards…
This paper presents unifying results for subspace identification (SID) and dynamic mode decomposition (DMD) for autonomous dynamical systems. We observe that SID seeks to solve an optimization problem to estimate an extended observability…
Noise fundamentally limits the performance and predictive capabilities of classical and quantum dynamical systems by degrading stability and obscuring intrinsic dynamical characteristics. Characterizing such noise accurately is essential…
Accurate and efficient plasma models are essential to understand and control experimental devices. Existing magnetohydrodynamic or kinetic models are nonlinear, computationally intensive, and can be difficult to interpret, while often only…