Subspace dynamic mode decomposition for stochastic Koopman analysis
نویسندگان
چکیده
منابع مشابه
Dynamic Mode Decomposition with Reproducing Kernels for Koopman Spectral Analysis
A spectral analysis of the Koopman operator, which is an infinite dimensional linear operator on an observable, gives a (modal) description of the global behavior of a nonlinear dynamical system without any explicit prior knowledge of its governing equations. In this paper, we consider a spectral analysis of the Koopman operator in a reproducing kernel Hilbert space (RKHS). We propose a modal d...
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Dynamic mode decomposition (DMD) is an Arnoldi-like method based on the Koopman operator. It analyzes empirical data, typically generated by nonlinear dynamics, and computes eigenvalues and eigenmodes of an approximate linear model. Without explicit knowledge of the dynamical operator, it extracts frequencies, growth rates, and spatial structures for each mode. We show that expansion in DMD mod...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2017
ISSN: 2470-0045,2470-0053
DOI: 10.1103/physreve.96.033310