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Consider a discrete dynamical system given by a square matrix $M \in \mathbb{Q}^{d \times d}$ and a starting point $s \in \mathbb{Q}^d$. The orbit of such a system is the infinite trajectory $\langle s, Ms, M^2s, \ldots\rangle$. Given a…

计算机科学中的逻辑 · 计算机科学 2020-07-10 Toghrul Karimov , Joël Ouaknine , James Worrell

Termination analysis of linear loops plays a key r\^{o}le in several areas of computer science, including program verification and abstract interpretation. Already for the simplest variants of linear loops the question of termination…

计算复杂性 · 计算机科学 2020-05-13 Shaull Almagor , Dmitry Chistikov , Joël Ouaknine , James Worrell

We survey the state of the art on the algorithmic analysis of discrete linear dynamical systems, focussing in particular on reachability, model-checking, and invariant-generation questions, both unconditionally as well as relative to…

动力系统 · 数学 2022-09-21 Toghrul Karimov , Edon Kelmendi , Joël Ouaknine , James Worrell

We study fundamental reachability problems on pseudo-orbits of linear dynamical systems. Pseudo-orbits can be viewed as a model of computation with limited precision and pseudo-reachability can be thought of as a robust version of classical…

计算机科学中的逻辑 · 计算机科学 2022-07-07 Julian D'Costa , Toghrul Karimov , Rupak Majumdar , Joël Ouaknine , Mahmoud Salamati , James Worrell

This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank…

机器学习 · 统计学 2021-08-23 Patrick Héas , Cédric Herzet

There has been much recent progress in forecasting the next observation of a linear dynamical system (LDS), which is known as the improper learning, as well as in the estimation of its system matrices, which is known as the proper learning…

最优化与控制 · 数学 2024-02-28 Quan Zhou , Jakub Marecek

Learning a stable Linear Dynamical System (LDS) from data involves creating models that both minimize reconstruction error and enforce stability of the learned representation. We propose a novel algorithm for learning stable LDSs. Using a…

机器学习 · 计算机科学 2020-11-19 Giorgos Mamakoukas , Orest Xherija , T. D. Murphey

Dynamic Mode Decomposition (DMD) has emerged as a powerful tool for analyzing the dynamics of non-linear systems from experimental datasets. Recently, several attempts have extended DMD to the context of low-rank approximations. This…

机器学习 · 统计学 2018-05-18 Patrick Héas , Cédric Herzet

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…

机器学习 · 统计学 2020-01-20 John Graff , Xianzhang Xu , Francis D. Lagor , Tarunraj Singh

The dynamic mode decomposition (DMD) is a data-driven method used for identifying the dynamics of complex nonlinear systems. It extracts important characteristics of the underlying dynamics using measured time-domain data produced either by…

数值分析 · 数学 2020-11-24 Ion Victor Gosea , Igor Pontes Duff

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…

数值分析 · 数学 2021-09-15 Jan Heiland , Benjamin Unger

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…

动力系统 · 数学 2021-09-07 Ziyou Wu , Steven L. Brunton , Shai Revzen

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…

动力系统 · 数学 2024-08-06 George Haller , Bálint Kaszás

Continuous linear dynamical systems are used extensively in mathematics, computer science, physics, and engineering to model the evolution of a system over time. A central technique for certifying safety properties of such systems is by…

计算机科学中的逻辑 · 计算机科学 2020-04-29 Shaull Almagor , Edon Kelmendi , Joël Ouaknine , James Worrell

Dynamic Mode Decomposition (DMD) has received increasing research attention due to its capability to analyze and model complex dynamical systems. However, it faces challenges in computational efficiency, noise sensitivity, and difficulty…

机器学习 · 计算机科学 2025-02-20 Biqi Chen , Ying Wang

We propose a new technique for obtaining reduced order models for nonlinear dynamical systems. Specifically, we advocate the use of the recently developed Dynamic Mode Decomposition (DMD), an equation-free method, to approximate the…

数值分析 · 数学 2016-02-17 Alessandro Alla , J. Nathan Kutz

The dynamic mode decomposition (DMD) has become a leading tool for data-driven modeling of dynamical systems, providing a regression framework for fitting linear dynamical models to time-series measurement data. We present a simple…

数值分析 · 数学 2017-04-11 Travis Askham , J. Nathan Kutz

We prove that the ordinary least-squares (OLS) estimator attains nearly minimax optimal performance for the identification of linear dynamical systems from a single observed trajectory. Our upper bound relies on a generalization of…

机器学习 · 计算机科学 2018-05-25 Max Simchowitz , Horia Mania , Stephen Tu , Michael I. Jordan , Benjamin Recht

This technical note reviews sate-of-the-art algorithms for linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). While repeating several parts of our article "low-rank dynamic mode…

机器学习 · 统计学 2021-08-23 Patrick Heas , Cedric Herzet

In this paper, we study the robustness of safety properties of a linear dynamical system with respect to model uncertainties. Our paper involves three parts. In the first part, we provide symbolic (analytical) and numerical (representation…

系统与控制 · 电气工程与系统科学 2021-09-17 Bineet Ghosh , Parasara Sridhar Duggirala
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