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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

The concept of nonlinear modes is useful for the dynamical characterization of nonlinear mechanical systems. While efficient and broadly applicable methods are now available for the computation of nonlinear modes, nonlinear modal testing is…

Systems and Control · Electrical Eng. & Systems 2020-11-18 Maren Scheel , Simon Peter , Remco I. Leine , Malte Krack

Numerical approximation methods for the Koopman operator have advanced considerably in the last few years. In particular, data-driven approaches such as dynamic mode decomposition (DMD) and its generalization, the extended-DMD (EDMD), are…

Dynamical Systems · Mathematics 2017-10-25 Qianxiao Li , Felix Dietrich , Erik M. Bollt , Ioannis G. Kevrekidis

Currently, it is challenging to investigate aneurismal hemodynamics based on current in-vivo data such as Magnetic Resonance Imaging or Computed Tomography due to the limitations in both spatial and temporal resolutions. In this work, we…

Fluid Dynamics · Physics 2024-10-17 Thien-Tam Nguyen , Davina Kasperski , Phat Kim Huynh , Trung Quoc Le , Trung Bao Le

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

The interaction of multiple fluids through a heterogeneous pore space leads to complex pore-scale flow dynamics, such as intermittent pathway flow. The non-local nature of these dynamics, and the size of the 4D datasets acquired to capture…

Dynamic Mode Decomposition (DMD) is a widely used data-driven algorithm for estimating the Koopman Operator.This paper investigates how the estimation process is affected when the data is quantized. Specifically, we examine the fundamental…

Systems and Control · Electrical Eng. & Systems 2024-04-03 Dipankar Maity , Debdipta Goswami , Sriram Narayanan

Extended Dynamic Mode Decomposition (EDMD) is a popular data-driven method to approximate the action of the Koopman operator on a linear function space spanned by a dictionary of functions. The accuracy of EDMD model critically depends on…

Systems and Control · Electrical Eng. & Systems 2022-11-08 Masih Haseli , Jorge Cortés

Detrended fluctuation analysis (DFA) is a simple but very efficient method for investigating the power-law long-term correlations of non-stationary time series, in which a detrending step is necessary to obtain the local fluctuations at…

Statistical Mechanics · Physics 2011-09-09 Xi-Yuan Qian , Wei-Xing Zhou , Gao-Feng Gu

This paper presents a method of data-driven parametric Dynamic Mode Decomposition (p-DMD) to derive a linear parameter-varying reduced-order model (LPV-ROM) for the nonlinear aeroelasticity of highly flexible aircraft. It directly uses the…

Systems and Control · Electrical Eng. & Systems 2023-07-27 Tianyi He , Weihua Su

A data-driven and equation-free approach is proposed and discussed to model ships maneuvers in waves, based on the dynamic mode decomposition (DMD). DMD is a dimensionality-reduction/reduced-order modeling method, which provides a linear…

Dynamical Systems · Mathematics 2021-05-28 Matteo Diez , Andea Serani , Emilio F. Campana , Frederick Stern

The Dynamic Mode Decomposition (DMD) and the more general Extended DMD (EDMD) are powerful tools for computational analysis of dynamical systems in data-driven scenarios. They are built on the theoretical foundation of the Koopman…

Numerical Analysis · Mathematics 2026-04-06 Zlatko Drmač , Ela Đimoti

While the acquisition of time series has become more straightforward, developing dynamical models from time series is still a challenging and evolving problem domain. Within the last several years, to address this problem, there has been a…

Machine Learning · Computer Science 2023-07-19 Christopher W. Curtis , D. Jay Alford-Lago , Erik Bollt , Andrew Tuma

Many scientific phenomena are modeled by Partial Differential Equations (PDEs). The development of data gathering tools along with the advances in machine learning (ML) techniques have raised opportunities for data-driven identification of…

Machine Learning · Computer Science 2021-05-05 Kazem Meidani , Amir Barati Farimani

Extended Dynamic Mode Decomposition (EDMD) is a popular data-driven method to approximate the Koopman operator for deterministic and stochastic (control) systems. This operator is linear and encompasses full information on the (expected…

Dynamical Systems · Mathematics 2023-12-19 Friedrich Philipp , Manuel Schaller , Karl Worthmann , Sebastian Peitz , Feliks Nüske

Dynamic mode decomposition (DMD) is a popular approach to analyzing and modeling fluid flows. In practice, datasets are almost always corrupted to some degree by noise. The vanilla DMD is highly noise-sensitive, which is why many…

Fluid Dynamics · Physics 2025-01-30 Andre Weiner , Janis Geise

Aero-optical beam control relies on the development of low-latency forecasting techniques to quickly predict wavefronts aberrated by the Turbulent Boundary Layer (TBL) around an airborne optical system, and its study applies to a…

Modal synthesis methods are a long-standing approach for modelling distributed musical systems. In some cases extensions are possible in order to handle geometric nonlinearities. One such case is the high-amplitude vibration of a string,…

Sound · Computer Science 2025-05-16 Victor Zheleznov , Stefan Bilbao , Alec Wright , Simon King

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

Nonlinear phenomena can be analyzed via linear techniques using operator-theoretic approaches. Data-driven method called the extended dynamic mode decomposition (EDMD) and its variants, which approximate the Koopman operator associated with…

Machine Learning · Computer Science 2022-05-18 Hiroaki Terao , Sho Shirasaka , Hideyuki Suzuki
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