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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…

Systems and Control · Electrical Eng. & Systems 2020-03-18 Sungho Shin , Qiugang Lu , Victor M. Zavala

Koopman operators are infinite-dimensional operators that linearize nonlinear dynamical systems, facilitating the study of their spectral properties and enabling the prediction of the time evolution of observable quantities. Recent methods…

Dynamical Systems · Mathematics 2025-06-06 Nicolas Boullé , Matthew J. Colbrook

This paper considers the problem of signal decomposition and data visualization. For this purpose, we introduce a new multiscale transform, termed `ensemble patch transformation' that enhances identification of local characteristics…

Signal Processing · Electrical Eng. & Systems 2019-04-09 Donghoh Kim , Guebin Choi , Hee-Seok Oh

This paper presents a data-driven method for constructing a Koopman linear model based on the Direct Encoding (DE) formula. The prevailing methods, Dynamic Mode Decomposition (DMD) and its extensions are based on least squares estimates…

Machine Learning · Computer Science 2023-01-18 Jerry Ng , Haruhiko Harry Asada

While Koopman-based techniques like extended Dynamic Mode Decomposition are nowadays ubiquitous in the data-driven approximation of dynamical systems, quantitative error estimates were only recently established. To this end, both sources of…

Optimization and Control · Mathematics 2022-11-15 Manuel Schaller , Karl Worthmann , Friedrich Philipp , Sebastian Peitz , Feliks Nüske

This work explores the relationship between state space methods and Koopman operator-based methods for predicting the time-evolution of nonlinear dynamical systems. We demonstrate that extended dynamic mode decomposition with dictionary…

Chaotic Dynamics · Physics 2025-03-17 Jake Buzhardt , C. Ricardo Constante-Amores , Michael D. Graham

Harmonic instability occurs frequently in the power electronic converter system. This paper leverages multi-resolution dynamic mode decomposition (MR-DMD) as a data-driven diagnostic tool for the system stability of power electronic…

Signal Processing · Electrical Eng. & Systems 2024-04-16 Rui Kong , Subham Sahoo , Yongjie Liu , Frede Blaabjerg

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

Huang's Empirical Mode Decomposition (EMD) is an algorithm for analyzing nonstationary data that provides a localized time-frequency representation by decomposing the data into adaptively defined modes. EMD can be used to estimate a…

Data Analysis, Statistics and Probability · Physics 2010-08-26 Daniel N. Kaslovsky , Francois G. Meyer

This paper introduces the method of dynamic mode decomposition (DMD) for robustly separating video frames into background (low-rank) and foreground (sparse) components in real-time. The method is a novel application of a technique used for…

Computer Vision and Pattern Recognition · Computer Science 2014-05-01 Jacob Grosek , J. Nathan Kutz

In this paper, a data-driven nonparametric approach is presented for forecasting the probability density evolution of stochastic dynamical systems. The method is based on stochastic Koopman operator and extended dynamic mode decomposition…

Numerical Analysis · Mathematics 2022-10-12 Meng Zhao , Lijian Jiang

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) 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 provide a new algorithm for the finite dimensional approximation of the linear transfer Koopman and Perron-Frobenius operator from time series data. We argue that existing approach for the finite dimensional approximation…

Dynamical Systems · Mathematics 2017-09-27 Bowen Huang , Umesh Vaidya

We present an in-depth analysis of the Koopman semigroup via wavelet transform. Towards this goal, we start by introducing the wavelet-based observables and show that they are eigenfunctions of the Koopman semigroup when this semigroup is…

Numerical Analysis · Mathematics 2026-05-15 Cankat Tilki , Serkan Gugercin

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 eigenspectrum of the Koopman operator enables the decomposition of nonlinear dynamics into a sum of nonlinear functions of the state space with purely exponential and sinusoidal time dependence. For a limited number of dynamical…

Exactly Solvable and Integrable Systems · Physics 2023-04-19 Jeremy P Parker , Claire Valva

We present a data-driven framework for reconstructing band structures using Koopman operator analysis and dynamic mode decomposition (Koopman-DMD). Instead of deriving spectra from an explicit Hamiltonian, the approach reconstructs band…

Computational Physics · Physics 2026-05-11 Yiming Pan , Jinze He , Jiapeng Yang , Zhiwei Fan

Dynamic mode decomposition (DMD) and its variants have emerged as popular methods for the post-processing of fluid dynamics' simulations in order to visualize dominant coherent structures and to reduce the practical degrees of freedom to a…

Fluid Dynamics · Physics 2023-06-02 Chris Keylock

The Koopman operator is a linear operator that describes the evolution of scalar observables (i.e., measurement functions of the states) in an infinitedimensional Hilbert space. This operator theoretic point of view lifts the dynamics of a…

Optimization and Control · Mathematics 2021-10-19 Gregory Snyder , Zhuoyuan Song