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Related papers: Wavelet-Based Observables for Koopman Analysis: An…

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The Koopman operator provides a principled framework for analyzing nonlinear dynamical systems through linear operator theory. Recent advances in dynamic mode decomposition (DMD) have shown that trajectory data can be used to identify…

Machine Learning · Computer Science 2026-01-21 Minchan Jeong , J. Jon Ryu , Se-Young Yun , Gregory W. Wornell

Dynamic Mode Decomposition (DMD) is a popular data-driven analysis technique used to decompose complex, nonlinear systems into a set of modes, revealing underlying patterns and dynamics through spectral analysis. This review presents a…

Dynamical Systems · Mathematics 2023-12-22 Matthew J. Colbrook

Extended Dynamic Mode Decomposition (EDMD) is a widely used data-driven algorithm for estimating the Koopman Operator. EDMD extends Dynamic Mode Decomposition (DMD) by lifting the snapshot data using nonlinear dictionary functions before…

Systems and Control · Electrical Eng. & Systems 2024-10-07 Dipankar Maity , Debdipta Goswami

The EMD algorithm, first proposed in [11], made more robust as well as more versatile in [12], is a technique that aims to decompose into their building blocks functions that are the superposition of a (reasonably) small number of…

Numerical Analysis · Mathematics 2009-12-15 Ingrid Daubechies , Jianfeng Lu , Hau-Tieng Wu

We present Stochastic Dynamic Mode Decomposition (SDMD), a novel data-driven framework for approximating the Koopman semigroup in stochastic dynamical systems. Unlike existing methods, SDMD explicitly incorporates sampling time into its…

Dynamical Systems · Mathematics 2025-08-20 Yuanchao Xu , Kaidi Shao , Isao Ishikawa , Yuka Hashimoto , Nikos Logothetis , Zhongwei Shen

Residual Dynamic Mode Decomposition (ResDMD) offers a method for accurately computing the spectral properties of Koopman operators. It achieves this by calculating an infinite-dimensional residual from snapshot data, thus overcoming issues…

Dynamical Systems · Mathematics 2024-03-12 Matthew J. Colbrook

We prove $L^\infty$-error bounds for kernel extended dynamic mode decomposition (kEDMD) approximants of the Koopman operator for stochastic dynamical systems. To this end, we establish Koopman invariance of suitably chosen reproducing…

Dynamical Systems · Mathematics 2026-04-20 Maximiliano Hertel , Friedrich M. Philipp , Manuel Schaller , Karl Worthmann

Selecting a finite dictionary of observables whose span is Koopman-invariant is a central challenge in data-driven Koopman operator approximation. We address this problem by exploiting zero-block structure in Extended Dynamic Mode…

Dynamical Systems · Mathematics 2026-05-28 Hyukpyo Hong , Qin Li , Matthew J. Colbrook , Hanbaek Lyu

The Koopman Mode Decomposition (KMD) is a data-analysis technique which is often used to extract the spatio-temporal patterns of complex flows. In this paper, we use KMD to study the dynamics of the lid-driven flow in a two-dimensional…

Fluid Dynamics · Physics 2018-01-03 Hassan Arbabi , Igor Mezić

A data driven, kernel-based method for approximating the leading Koopman eigenvalues, eigenfunctions, and modes in problems with high dimensional state spaces is presented. This approach approximates the Koopman operator using a set of…

Dynamical Systems · Mathematics 2015-07-29 Matthew O. Williams , Clarence W. Rowley , Ioannis G. Kevrekidis

In this paper, we systematically derive a finite set of Koopman based observables to construct a lifted linear state space model that describes the rigid body dynamics based on the dual quaternion representation. In general, the Koopman…

Systems and Control · Electrical Eng. & Systems 2022-09-20 Vrushabh Zinage , Efstathios Bakolas

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

In this paper novel classes of 2-D vector-valued spatial domain wavelets are defined, and their properties given. The wavelets are 2-D generalizations of 1-D analytic wavelets, developed from the Generalized Cauchy-Riemann equations and…

Statistics Theory · Mathematics 2010-05-10 S. C. Olhede , G. Metikas

Koopman operators and transfer operators represent nonlinear dynamics in state space through its induced action on linear spaces of observables and measures, respectively. This framework enables the use of linear operator theory for…

Dynamical Systems · Mathematics 2025-06-06 Claire Valva , Dimitrios Giannakis

The Koopman operator and extended dynamic mode decomposition (EDMD) as a data-driven technique for its approximation have attracted considerable attention as a key tool for modeling, analysis, and control of complex dynamical systems.…

Systems and Control · Electrical Eng. & Systems 2025-11-07 Philipp Schmitz , Lea Bold , Friedrich M. Philipp , Mario Rosenfelder , Peter Eberhard , Henrik Ebel , Karl Worthmann

In this paper, we provide an algorithm for online computation of Koopman operator in real-time using streaming data. In recent years, there has been an increased interest in data-driven analysis of dynamical systems, with operator theoretic…

Systems and Control · Electrical Eng. & Systems 2019-09-30 Subhrajit Sinha , Sai Pushpak Nandanoori , Enoch Yeung

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

Koopman operator theory has served as the basis to extract dynamics for nonlinear system modeling and control across settings, including non-holonomic mobile robot control. There is a growing interest in research to derive robustness…

Robotics · Computer Science 2021-04-13 Lu Shi , Konstantinos Karydis

Nonlinear dynamical systems can be handily described by the associated Koopman operator, whose action evolves every observable of the system forward in time. Learning the Koopman operator and its spectral decomposition from data is enabled…

Machine Learning · Computer Science 2023-11-09 Vladimir Kostic , Karim Lounici , Pietro Novelli , Massimiliano Pontil

We present a parallel data-driven strategy to identify finite-dimensional functional spaces invariant under the Koopman operator associated to an unknown dynamical system. We build on the Symmetric Subspace Decomposition (SSD) algorithm, a…

Systems and Control · Electrical Eng. & Systems 2021-03-30 Masih Haseli , Jorge Cortés
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