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We propose Comprehensive Robust Dynamic Mode Decomposition (CR-DMD), a novel framework that robustifies the entire DMD process - from mode extraction to dimensional reduction - against mixed noise. Although standard DMD widely used for…

Signal Processing · Electrical Eng. & Systems 2026-01-19 Yuki Nakamura , Shingo Takemoto , Shunsuke Ono

Dynamic Mode Decomposition (DMD) is a technique to approximate generally non-linear dynamical systems using linear techniques, which are better understood and easier to analyze. Koopman theory extends DMD by transforming the original system…

Optimization and Control · Mathematics 2022-11-15 Sourya Dey

Modern computational science and engineering applications are being improved by the advances in scientific machine learning. Data-driven methods such as Dynamic Mode Decomposition (DMD) can extract coherent structures from spatio-temporal…

Graphics · Computer Science 2022-08-17 Gabriel F. Barros , Malú Grave , José J. Camata , Alvaro L. G. A. Coutinho

Dynamic mode decomposition has emerged as a leading technique to identify spatiotemporal coherent structures from high-dimensional data, benefiting from a strong connection to nonlinear dynamical systems via the Koopman operator. In this…

Systems and Control · Computer Science 2017-12-01 Zhe Bai , Eurika Kaiser , Joshua L. Proctor , J. Nathan Kutz , Steven L. Brunton

This paper introduces a data-driven time embedding method for modeling long-range seasonal dependencies in spatiotemporal forecasting tasks. The proposed approach employs Dynamic Mode Decomposition (DMD) to extract temporal modes directly…

Machine Learning · Computer Science 2025-08-05 Menglin Kong , Vincent Zhihao Zheng , Xudong Wang , Lijun Sun

This work develops compressive sampling strategies for computing the dynamic mode decomposition (DMD) from heavily subsampled or output-projected data. The resulting DMD eigenvalues are equal to DMD eigenvalues from the full-state data. It…

Dynamical Systems · Mathematics 2013-12-19 Steven L. Brunton , Joshua L. Proctor , J. Nathan Kutz

The time-dependent fields obtained by solving partial differential equations in two and more dimensions quickly overwhelm the analytical capabilities of the human brain. A meaningful insight into the temporal behaviour can be obtained by…

Numerical Analysis · Mathematics 2024-04-04 Miha Rot , Martin Horvat , Gregor Kosec

Dynamic mode decomposition (DMD) is a data-driven method that models high-dimensional time series as a sum of spatiotemporal modes, where the temporal modes are constrained by linear dynamics. For nonlinear dynamical systems exhibiting…

Dynamical Systems · Mathematics 2019-06-17 Seth M. Hirsh , Kameron Decker Harris , J. Nathan Kutz , Bingni W. Brunton

Dynamic Mode Decomposition (DMD) and its variants, such as extended DMD (EDMD), are broadly used to fit simple linear models to dynamical systems known from observable data. As DMD methods work well in several situations but perform poorly…

Dynamical Systems · Mathematics 2024-08-06 George Haller , Bálint Kaszás

Dynamic Mode Decomposition (DMD) is a useful tool to effectively extract the dominant dynamic flow structure from a unsteady flow field. However, DMD requires massive computational resources with respect to memory consumption and the usage…

Fluid Dynamics · Physics 2017-04-03 Daiki Matsumoto , Thomas Indinger

Scientific research and engineering practice often require the modeling and decomposition of nonlinear systems. The Dynamic Mode Decomposition (DMD) is a novel Koopman-based technique that effectively dissects high-dimensional nonlinear…

Dynamic Mode Decomposition (DMD) yields a linear, approximate model of a system's dynamics that is built from data. We seek to reduce the order of this model by identifying a reduced set of modes that best fit the output. We adopt a model…

Machine Learning · Statistics 2020-01-20 John Graff , Xianzhang Xu , Francis D. Lagor , Tarunraj Singh

Reduced-order models have long been used to understand the behavior of nonlinear partial differential equations (PDEs). Naturally, reduced-order modeling techniques come at the price of computational accuracy for a decrease in computation…

Numerical Analysis · Mathematics 2023-07-26 Jovan Žigić

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

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

Dynamic mode decomposition (DMD) is a popular data-driven framework to extract linear dynamics from complex high-dimensional systems. In this work, we study the system identification properties of DMD. We first show that DMD is invariant…

Numerical Analysis · Mathematics 2021-09-15 Jan Heiland , Benjamin Unger

The Dynamic Mode Decomposition (DMD)---a popular method for performing data-driven Koopman spectral analysis---has gained increased adoption as a technique for extracting dynamically meaningful spatio-temporal descriptions of fluid flows…

Fluid Dynamics · Physics 2017-07-13 Maziar S. Hemati , Clarence W. Rowley , Eric A. Deem , Louis N. Cattafesta

We introduce Variational Latent Mode Decomposition (VLMD), a new algorithm for extracting oscillatory modes and associated connectivity structures from multivariate signals. VLMD addresses key limitations of existing Multivariate Mode…

Machine Learning · Computer Science 2025-05-26 Manuel Morante , Naveed ur Rehman

We introduce a computationally efficient method for the automation of inverse design in science and engineering. Based on simple least-square regression, the underlying dynamic mode decomposition algorithm can be used to construct a…

Machine Learning · Computer Science 2025-02-14 Yunpeng Zhu , Liangliang Cheng , Anping Jing , Hanyu Huo , Ziqiang Lang , Bo Zhang , J. Nathan Kutz

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