Strong consistency of the projected total least squares dynamic mode decomposition for datasets with random noise
DOI10.1007/S13160-022-00547-6OpenAlexW4306249733MaRDI QIDQ2111579FDOQ2111579
Publication date: 17 January 2023
Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13160-022-00547-6
singular value decompositiontotal least squareseigenvalue problemsstrong convergencedynamic mode decomposition
Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Time series analysis of dynamical systems (37M10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
Cites Work
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- Dynamic mode decomposition of numerical and experimental data
- Spectral analysis of nonlinear flows
- Variable Projection Methods for an Optimized Dynamic Mode Decomposition
- Numerical Methods for Large Eigenvalue Problems
- Estimation in a multivariate errors in variables regression model: Large sample results
- Variants of dynamic mode decomposition: boundary condition, Koopman, and Fourier analyses
- On dynamic mode decomposition: theory and applications
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- Implicitly-weighted total least squares
- Ergodic Theory, Dynamic Mode Decomposition, and Computation of Spectral Properties of the Koopman Operator
- Centering Data Improves the Dynamic Mode Decomposition
- Strong convergence for the dynamic mode decomposition based on the total least squares to noisy datasets
- Consistent Dynamic Mode Decomposition
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