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A novel dynamic mode decomposition (DMD) method based on a Kalman filter is proposed. This paper explains the fast algorithm of the proposed Kalman filter DMD (KFDMD) in combination with truncated proper orthogonal decomposition for…

Fluid Dynamics · Physics 2018-11-09 Taku Nonomura , Hisaichi Shibata , Ryoji Takaki

Dynamic mode decomposition (DMD) has recently become a popular tool for the non-intrusive analysis of dynamical systems. Exploiting Proper Orthogonal Decomposition (POD) as a dimensionality reduction technique, DMD is able to approximate a…

Numerical Analysis · Mathematics 2024-01-17 Francesco Andreuzzi , Nicola Demo , Gianluigi Rozza

Dynamic Mode Decomposition (DMD) is a model-order reduction approach, whereby spatial modes of fixed temporal frequencies are extracted from numerical or experimental data sets. The DMD low-rank or reduced operator is typically obtained by…

Numerical Analysis · Mathematics 2023-01-25 Quincy A. Huhn , Mauricio E. Tano , Jean C. Ragusa , Youngsoo Choi

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

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 data-driven method of extracting spatial-temporal coherent modes from complex systems and providing an equation-free architecture to model and predict systems. However, in practical applications, the…

Systems and Control · Electrical Eng. & Systems 2024-10-07 Ningxin Liu , Shuigen Liu , Xin T. Tong , Lijian Jiang

Dynamic Mode Decomposition (DMD) has emerged as a powerful tool for analyzing the dynamics of non-linear systems from experimental datasets. Recently, several attempts have extended DMD to the context of low-rank approximations. This…

Machine Learning · Statistics 2018-05-18 Patrick Héas , Cédric Herzet

We develop a new method which extends Dynamic Mode Decomposition (DMD) to incorporate the effect of control to extract low-order models from high-dimensional, complex systems. DMD finds spatial-temporal coherent modes, connects local-linear…

Optimization and Control · Mathematics 2014-09-24 Joshua L. Proctor , Steven L. Brunton , J. Nathan Kutz

Dynamic Mode Decomposition (DMD) is a data-driven method for approximating the spatiotemporal modes of a system. The eigenvectors and eigenvalues of the system are approximated from a series of time-snapshots of the state variables. The…

Computational Engineering, Finance, and Science · Computer Science 2026-04-17 William Bennett , Ryan G. McClarren , Ethan Smith , Melek Derman

Dynamic Mode Decomposition (DMD) is a numerical method that seeks to fit timeseries data to a linear dynamical system. In doing so, DMD decomposes dynamic data into spatially coherent modes that evolve in time according to exponential…

Computer Vision and Pattern Recognition · Computer Science 2026-02-26 Marco Mignacca , Simone Brugiapaglia , Jason J. Bramburger

Dynamic mode decomposition (DMD) is a powerful data-driven technique for construction of reduced-order models of complex dynamical systems. Multiple numerical tests have demonstrated the accuracy and efficiency of DMD, but mostly for…

Numerical Analysis · Mathematics 2021-07-28 Hannah Lu , Daniel M. Tartakovsky

Originally introduced in the fluid mechanics community, dynamic mode decomposition (DMD) has emerged as a powerful tool for analyzing the dynamics of nonlinear systems. However, existing DMD theory deals primarily with sequential time…

Numerical Analysis · Mathematics 2014-12-17 Jonathan H. Tu , Clarence W. Rowley , Dirk M. Luchtenburg , Steven L. Brunton , J. Nathan Kutz

We propose a new technique for obtaining reduced order models for nonlinear dynamical systems. Specifically, we advocate the use of the recently developed Dynamic Mode Decomposition (DMD), an equation-free method, to approximate the…

Numerical Analysis · Mathematics 2016-02-17 Alessandro Alla , J. Nathan Kutz

We introduce the optimized dynamic mode decomposition algorithm for constructing an adaptive and computationally efficient reduced order model and forecasting tool for global atmospheric chemistry dynamics. By exploiting a low-dimensional…

Machine Learning · Computer Science 2024-04-22 Meghana Velegar , Christoph Keller , J. Nathan Kutz

Dynamic Mode Decomposition (DMD) is a data-driven technique to identify a low dimensional linear time invariant dynamics underlying high-dimensional data. For systems in which such underlying low-dimensional dynamics is time-varying, a…

Signal Processing · Electrical Eng. & Systems 2020-04-09 Mustaffa Alfatlawi , Vaibhav Srivastava

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) provides a regression framework for adaptively learning a best-fit linear dynamics model over snapshots of temporal, or spatio-temporal, data. A diversity of regression techniques have been developed for…

Machine Learning · Computer Science 2022-10-12 Diya Sashidhar , J. Nathan Kutz

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

Dynamic Mode Decomposition (DMD) is an equation-free method that aims at reconstructing the best linear fit from temporal datasets. In this paper, we show that DMD does not provide accurate approximation for datasets describing oscillatory…

Numerical Analysis · Mathematics 2023-03-14 Alessandro Alla , Angela Monti , Ivonne Sgura

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