English
Related papers

Related papers: Error analysis of kernel EDMD for prediction and c…

200 papers

We report a new approach to estimating power system inertia directly from time-series data on power system dynamics. The approach is based on the so-called Koopman Mode Decomposition (KMD) of such dynamic data, which is a nonlinear…

Signal Processing · Electrical Eng. & Systems 2020-10-01 Yoshihiko Susuki , Ryo Hamasaki , Atsushi Ishigame

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 2026-04-21 Qiuqi Li , Chang Liu , Yifei Yang

Electrocardiogram (ECG) analysis is vital for detecting cardiac abnormalities, yet robust automated classification is challenging due to the complexity and variability of physiological signals. In this work, we investigate transformer-based…

Signal Processing · Electrical Eng. & Systems 2026-03-10 Sucheta Ghosh , Zahra Monfared

Extracting the latent underlying structures of complex nonlinear local and nonlocal flows is essential for their analysis and modeling. In this work, we attempt to provide a consistent framework through Koopman theory and its related…

Dynamical Systems · Mathematics 2021-12-23 Ido Cohen , Guy Gilboa

Selecting an appropriate kernel is a central challenge in kernel-based spectral methods. In \emph{Kernelized Diffusion Maps} (KDM), the kernel determines the accuracy of the RKHS estimator of a diffusion-type operator and hence the quality…

Machine Learning · Statistics 2026-04-21 Othmane Aboussaad , Adam Miraoui , Boumediene Hamzi , Houman Owhadi

We propose a novel deterministic sampling method to approximate a target distribution $\rho^*$ by minimizing the kernel discrepancy, also known as the Maximum Mean Discrepancy (MMD). By employing the general \emph{energetic variational…

Machine Learning · Statistics 2025-03-12 Yindong Chen , Yiwei Wang , Lulu Kang , Chun Liu

We study the convergence of Hermitian Dynamic Mode Decomposition (DMD) to the spectral properties of self-adjoint Koopman operators. Hermitian DMD is a data-driven method that approximates the Koopman operator associated with an unknown…

Numerical Analysis · Mathematics 2024-10-08 Nicolas Boullé , Matthew J. Colbrook

This paper derives conditions under which Model Predictive Control (MPC) with terminal conditions, using a data-driven surrogate model as a prediction model, asymptotically stabilizes the plant despite approximation errors. In particular,…

Systems and Control · Electrical Eng. & Systems 2026-04-13 Irene Schimperna , Lea Bold , Johannes Köhler , Karl Worthmann , Lalo Magni

Dynamic Mode Decomposition (DMD) has become synonymous with the Koopman operator, where continuous time dynamics are examined through a discrete time proxy determined by a fixed timestep using Koopman (i.e. composition) operators. Using the…

Dynamical Systems · Mathematics 2021-06-01 Joel A. Rosenfeld , Rushikesh Kamalapurkar , L. Forest Gruss , Taylor T. Johnson

We analyze the performance of Dynamic Mode Decomposition (DMD)-based approximations of the stochastic Koopman operator for random dynamical systems where either the dynamics or observables are affected by noise. For many DMD algorithms, the…

Dynamical Systems · Mathematics 2022-02-04 Mathias Wanner , Igor Mezić

We present Latent Diffeomorphic Dynamic Mode Decomposition (LDDMD), a new data reduction approach for the analysis of non-linear systems that combines the interpretability of Dynamic Mode Decomposition (DMD) with the predictive power of…

Machine Learning · Computer Science 2025-08-04 Willem Diepeveen , Jon Schwenk , Andrea Bertozzi

This paper proposes a novel parameter selection strategy for kernel-based gradient descent (KGD) algorithms, integrating bias-variance analysis with the splitting method. We introduce the concept of empirical effective dimension to quantify…

Machine Learning · Statistics 2026-03-05 Xiaotong Liu , Yunwen Lei , Xiangyu Chang , Shao-Bo Lin

Comparing conditional distributions is a fundamental challenge in statistics and machine learning, with applications across a wide range of domains. While proposed methods for measuring discrepancies using kernel embeddings of distributions…

Machine Learning · Statistics 2026-05-05 Peter Moskvichev , Siu Lun Chau , Dino Sejdinovic

We present parameter-interpolated dynamic mode decomposition (piDMD), a parametric reduced-order modeling framework that embeds known parameter-affine structure directly into the DMD regression step. Unlike existing parametric DMD methods…

Systems and Control · Electrical Eng. & Systems 2026-04-15 Ananda Chakrabarti , Haitham H. Saleh , Indranil Nayak , Balasubramaniam Shanker , Fernando L. Teixeira , Debdipta Goswami

Data-driven transformations that reformulate nonlinear systems in a linear framework have the potential to enable the prediction, estimation, and control of strongly nonlinear dynamics using linear systems theory. The Koopman operator has…

Optimization and Control · Mathematics 2021-02-11 Eurika Kaiser , J. Nathan Kutz , Steven L. Brunton

With the advancement of sensing and communication in power networks, high-frequency real-time data from a power network can be used as a resource to develop better monitoring capabilities. In this work, a systematic approach based on…

Systems and Control · Electrical Eng. & Systems 2020-03-12 Subhrajit Sinha , Sai Pushpak Nandanoori , Enoch Yeung

This article introduces an advanced Koopman mode decomposition (KMD) technique -- coined Featurized Koopman Mode Decomposition (FKMD) -- that uses delay embedding and a learned Mahalanobis distance to enhance analysis and prediction of high…

Dynamical Systems · Mathematics 2024-08-13 David Aristoff , Jeremy Copperman , Nathan Mankovich , Alexander Davies

Koopman operators are infinite-dimensional operators that globally linearize nonlinear dynamical systems, making their spectral information valuable for understanding dynamics. However, Koopman operators can have continuous spectra and…

Numerical Analysis · Mathematics 2023-05-12 Matthew J. Colbrook , Alex Townsend

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 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