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We introduce the method of compressed dynamic mode decomposition (cDMD) for background modeling. The dynamic mode decomposition (DMD) is a regression technique that integrates two of the leading data analysis methods in use today: Fourier…

Computer Vision and Pattern Recognition · Computer Science 2016-12-13 N. Benjamin Erichson , Steven L. Brunton , J. Nathan Kutz

We propose a new method for computing Dynamic Mode Decomposition (DMD) evolution matrices, which we use to analyze dynamical systems. Unlike the majority of existing methods, our approach is based on a variational formulation consisting of…

Numerical Analysis · Mathematics 2019-05-24 Omri Azencot , Wotao Yin , Andrea Bertozzi

This work continues the parametric investigation on the sampling nuances of the Dynamic Mode Decomposition (DMD) under the Koopman analysis. Through turbulent wakes, the investigation corroborated the generality of the universal convergence…

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

Irrespective of the fact that Machine learning has produced groundbreaking results, it demands an enormous amount of data in order to perform so. Even though data production has been in its all-time high, almost all the data is unlabelled,…

Computer Vision and Pattern Recognition · Computer Science 2019-10-09 Rahul-Vigneswaran K , Sachin-Kumar S , Neethu Mohan , Soman KP

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…

Plasma Physics · Physics 2020-03-04 Alan A. Kaptanoglu , Kyle D. Morgan , Chris J. Hansen , Steven L. Brunton

Dynamic mode decomposition (DMD) provides a principled approach to extract physically interpretable spatial modes from time-resolved flow field data, along with a linear model for how the amplitudes of these modes evolve in time. Recently,…

Fluid Dynamics · Physics 2020-07-29 Aditya G. Nair , Benjamin Strom , Bingni W. Brunton , Steven L. Brunton

Dynamic mode decomposition (DMD) represents an effective means for capturing the essential features of numerically or experimentally generated flow fields. In order to achieve a desirable tradeoff between the quality of approximation and…

Fluid Dynamics · Physics 2014-12-11 Mihailo R. Jovanović , Peter J. Schmid , Joseph W. Nichols

The scientific computation methods development in conjunction with artificial intelligence technologies remains a hot research topic. Finding a balance between lightweight and accurate computations is a solid foundation for this direction.…

Machine Learning · Computer Science 2025-07-03 Nikita Sakovich , Dmitry Aksenov , Ekaterina Pleshakova , Sergey Gataullin

The Dynamic Mode Decomposition (DMD) is a tool of trade in computational data driven analysis of fluid flows. More generally, it is a computational device for Koopman spectral analysis of nonlinear dynamical systems, with a plethora of…

Numerical Analysis · Mathematics 2017-08-10 Zlatko Drmač , Igor Mezić , Ryan Mohr

The Kalman filter is a fundamental tool for state estimation in dynamical systems. While originally developed for linear Gaussian settings, it has been extended to nonlinear problems through approaches such as the extended and unscented…

Optimization and Control · Mathematics 2025-09-10 Yuan Wu , Sicheng He

Dynamic Mode Decomposition (DMD) and its extensions (EDMD) have been at the forefront of data-based approaches to Koopman operators. Most (E)DMD algorithms assume that the entire state is sampled at a uniform sampling rate. In this paper,…

Systems and Control · Electrical Eng. & Systems 2024-04-11 Ramachandran Anantharaman , Alexandre Mauroy

The Dynamic Mode Decomposition (DMD) extracted dynamic modes are the non-orthogonal eigenvectors of the matrix that best approximates the one-step temporal evolution of the multivariate samples. In the context of dynamical system analysis,…

Statistics Theory · Mathematics 2020-03-09 Arvind Prasadan , Raj Rao Nadakuditi

This paper proposes a decentralized dynamic state estimation scheme for microgrids. The approach employs the voltage and current measurements in the dq0 reference frame through phasor synchronization to be able to exclude orthogonal…

Systems and Control · Electrical Eng. & Systems 2019-07-09 Bang L. H. Nguyen , Tuyen V. Vu , Tuan A. Ngo

Representation of a dynamical system in terms of simplifying modes is a central premise of reduced order modelling and a primary concern of the increasingly popular DMD (dynamic mode decomposition) empirical interpretation of Koopman…

Dynamical Systems · Mathematics 2021-03-26 Erik Bollt

Residual Dynamic Mode Decomposition (ResDMD) offers a method for accurately computing the spectral properties of Koopman operators. It achieves this by calculating an infinite-dimensional residual from snapshot data, thus overcoming issues…

Dynamical Systems · Mathematics 2024-03-12 Matthew J. Colbrook

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.…

Dynamical Systems · Mathematics 2025-09-04 Karl Lapo , Samuele Mosso , J. Nathan Kutz

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

A data-driven analysis method known as dynamic mode decomposition (DMD) approximates the linear Koopman operator on projected space. In the spirit of Johnson-Lindenstrauss Lemma, we will use random projection to estimate the DMD modes in…

Machine Learning · Computer Science 2021-11-09 Sudam Surasinghe , Erik M. Bollt

A novel data-driven method of modal analysis for complex flow dynamics, termed as reduced-order variational mode decomposition (RVMD), has been proposed, combining the idea of the separation of variables and a state-of-the-art nonstationary…

Fluid Dynamics · Physics 2022-09-27 Zi-Mo Liao , Zhiye Zhao , Liang-Bing Chen , Zhen-Hua Wan , Nan-Sheng Liu , Xi-Yun Lu
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