作者
J Nathan Kutz, Xing Fu, Steven L Brunton
发表日期
2016
期刊
SIAM Journal on Applied Dynamical Systems
卷号
15
期号
2
页码范围
713-735
出版商
Society for Industrial and Applied Mathematics
简介
We demonstrate that the integration of the recently developed dynamic mode decomposition (DMD) with a multiresolution analysis allows for a decomposition method capable of robustly separating complex systems into a hierarchy of multiresolution time-scale components. A one-level separation allows for background (low-rank) and foreground (sparse) separation of dynamical data, or robust principal component analysis. The multiresolution DMD (mrDMD) is capable of characterizing nonlinear dynamical systems in an equation-free manner by recursively decomposing the state of the system into low-rank terms whose temporal coefficients in time are known. DMD modes with temporal frequencies near the origin (zero-modes) are interpreted as background (low-rank) portions of the given dynamics, and the terms with temporal frequencies bounded away from the origin are their sparse counterparts. The …
引用总数
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学术搜索中的文章
JN Kutz, X Fu, SL Brunton - SIAM Journal on Applied Dynamical Systems, 2016