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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

In many mechanical, electrical, and general physical systems evolving over time or space, spectral analysis methods as Fast Fourier Transform (FFT), Short Term Fourier Transform (STFT), Power Spectrum Density (PSD) plays a very important…

Signal Processing · Electrical Eng. & Systems 2023-06-21 Andreas Tuor , Nico Canzani , Tobias Rüggeberg , Stefan Gorenflo , Gerd Simons , Bruno Bättig , Daniel Iseli

Reliable numerical computation of quantum dynamics is a fundamental challenge when the long-ranged quantum entanglement plays essential roles as in the cases governed by quantum criticality in strongly correlated systems. Here we apply a…

Quantum Physics · Physics 2025-01-24 Ryui Kaneko , Masatoshi Imada , Yoshiyuki Kabashima , Tomi Ohtsuki

Dynamic mode decomposition (DMD) is a widely used data-driven algorithm for predicting the future states of dynamical systems. However, its standard formulation often struggles with poor long-term predictive accuracy. To address this…

Numerical Analysis · Mathematics 2025-10-23 Qiuqi Li , Chang Liu , Yifei Yang

The emergence of Dynamic Mode Decomposition (DMD) as a practical way to attempt a Koopman mode decomposition of a nonlinear PDE presents exciting prospects for identifying invariant sets and slowly decaying transient structures buried in…

Fluid Dynamics · Physics 2018-08-01 Jacob Page , Rich R. Kerswell

Dynamic Mode Decomposition (DMD) is a powerful tool for extracting spatial and temporal patterns from multi-dimensional time series, and it has been used successfully in a wide range of fields, including fluid mechanics, robotics, and…

Dynamical Systems · Mathematics 2021-09-07 Ziyou Wu , Steven L. Brunton , Shai Revzen

In this paper, we revisit the inconsistency problem of EKF-based cooperative localization (CL) from the perspective of system decomposition. By transforming the linearized system used by the standard EKF into its Kalman observable canonical…

Robotics · Computer Science 2023-10-24 Ning Hao , Fenghua He , Chungeng Tian , Yu Yao , Weilong Xia

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

Data-driven techniques for analysis, modeling, and control of complex dynamical systems are on the uptake. Koopman theory provides the theoretical foundation for the popular kernel extended dynamic mode decomposition (kEDMD). In this work,…

Optimization and Control · Mathematics 2025-10-20 Lea Bold , Friedrich M. Philipp , Manuel Schaller , Karl Worthmann

System identification based on Koopman operator theory has grown in popularity recently. Spectral properties of the Koopman operator of a system were proven to relate to properties like invariant sets, stability, periodicity, etc. of the…

Optimization and Control · Mathematics 2021-10-27 Nibodh Boddupalli

Time-series forecasting often faces challenges due to data volatility, which can lead to inaccurate predictions. Variational Mode Decomposition (VMD) has emerged as a promising technique to mitigate volatility by decomposing data into…

Machine Learning · Computer Science 2024-09-05 Hafizh Raihan Kurnia Putra , Novanto Yudistira , Tirana Noor Fatyanosa

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

We present an approach to construct approximate Koopman-type decompositions for dynamical systems depending on static or time-varying parameters. Our method simultaneously constructs an invariant subspace and a parametric family of…

Optimization and Control · Mathematics 2024-11-12 Yue Guo , Milan Korda , Ioannis G. Kevrekidis , Qianxiao Li

Simulating dynamics of open quantum systems is sometimes a significant challenge, despite the availability of various exact or approximate methods. Particularly when dealing with complex systems, the huge computational cost will largely…

Quantum Physics · Physics 2023-08-04 Wei Liu , Zi-Hao Chen , Yu Su , Yao Wang , Wenjie Dou

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 novel method for forecasting the temporal evolution of probability distributions observed at discrete time points. Extending the Dynamic Probability Density Decomposition (DPDD), we embed distributional dynamics into…

Applications · Statistics 2025-09-03 Ziyue Wang , Yuko Araki

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

Since Huang proposed the Empirical Mode Decomposition (EMD) in 1998, mode decomposition has been widely studied, but EMD and relative developed algorithms are still generally lack of adaptability and mathematical theory. This paper propose…

Signal Processing · Electrical Eng. & Systems 2021-08-27 Hu Yiting , Wu Zhuangzhi

A Koopman decomposition is a powerful method of analysis for fluid flows leading to an apparently linear description of nonlinear dynamics in which the flow is expressed as a superposition of fixed spatial structures with exponential time…

Fluid Dynamics · Physics 2019-09-25 Jacob Page , Rich R. Kerswell

This paper introduces a data-dependent approximation of the forward kinematics map for certain types of animal motion models. It is assumed that motions are supported on a low-dimensional, unknown configuration manifold $Q$ that is…

Machine Learning · Statistics 2022-06-07 Nathan Powell , Bowei Liu , Jia Guo , Sai Tej Parachuri , Andrew J. Kurdila