Correcting noisy dynamic mode decomposition with Kalman filters
From MaRDI portal
Publication:2137999
DOI10.1016/j.jcp.2022.111175OpenAlexW4220744726MaRDI QIDQ2137999
Publication date: 11 May 2022
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2022.111175
Basic methods in fluid mechanics (76Mxx) Applications of dynamical systems (37Nxx) Approximation methods and numerical treatment of dynamical systems (37Mxx)
Related Items
Data-driven probability density forecast for stochastic dynamical systems ⋮ Perron–Frobenius Operator Filter for Stochastic Dynamical Systems
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Compressed sensing and dynamic mode decomposition
- A kernel-based method for data-driven Koopman spectral analysis
- An ensemble Kalman filter for statistical estimation of physics constrained nonlinear regression models
- A data-driven approximation of the koopman operator: extending dynamic mode decomposition
- Estimation of noise covariance matrices for a linear time-varying stochastic process
- Variants of dynamic mode decomposition: boundary condition, Koopman, and Fourier analyses
- Koopman operator spectrum for random dynamical systems
- Deep learning nonlinear multiscale dynamic problems using Koopman operator
- The immersed boundary method: a projection approach
- Spectral properties of dynamical systems, model reduction and decompositions
- On dynamic mode decomposition: theory and applications
- Dynamic Mode Decomposition with Control
- Handbook of Robust Low-Rank and Sparse Matrix Decomposition
- Multiresolution Dynamic Mode Decomposition
- Optimal mode decomposition for unsteady flows
- Applied Koopmanism
- Dynamic mode decomposition of numerical and experimental data
- Lagrangian and spectral analysis of the forced flow past a circular cylinder using pulsed tangential jets
- Spectral analysis of nonlinear flows
- Meshless Galerkin methods using radial basis functions
- Spectral Methods in MATLAB
- Dynamic mode decomposition for financial trading strategies
- Advanced Time Series Data Analysis
- Analysis of Fluid Flows via Spectral Properties of the Koopman Operator
- Approaches to adaptive filtering
