Robust and Scalable Methods for the Dynamic Mode Decomposition

DOI10.1137/21M1417405zbMath1490.37100arXiv1712.01883OpenAlexW4225992052MaRDI QIDQ5024513

Peng Zheng, Travis Askham, Aleksandr Y. Aravkin, J. Nathan Kutz

Publication date: 26 January 2022

Published in: SIAM Journal on Applied Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.01883

zbMATH Keywords

robust statisticsdynamic mode decompositionscalable algorithms

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Numerical problems in dynamical systems (65P99)

Related Items (2)

An Optimized Dynamic Mode Decomposition Model Robust to Multiplicative Noise ⋮ RobustDMD

Uses Software

• UNLocBoX

Cites Work

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