Strong consistency of the projected total least squares dynamic mode decomposition for datasets with random noise

DOI10.1007/S13160-022-00547-6MaRDI QIDQ2111579zbMATH OpenOpenAlexFDO

Authors Kensuke Aishima

Publication date 17 January 2023

Published in Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s13160-022-00547-6

zbMATH Keywords

singular value decompositiontotal least squareseigenvalue problemsstrong convergencedynamic mode decomposition

Mathematics Subject Classification ID

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)

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Cites work

• scientific article; zbMATH DE number 6678650 (Why is no real title available?)
• scientific article; zbMATH DE number 6159604 (Why is no real title available?)
• Centering data improves the dynamic mode decomposition
• Consistent Dynamic Mode Decomposition
• Dynamic mode decomposition of numerical and experimental data
• Ergodic theory, dynamic mode decomposition, and computation of spectral properties of the Koopman operator
• Estimation in a multivariate errors in variables regression model: Large sample results
• Implicitly-weighted total least squares
• Numerical methods for large eigenvalue problems
• On dynamic mode decomposition: theory and applications
• Spectral analysis of nonlinear flows
• Strong convergence for the dynamic mode decomposition based on the total least squares to noisy datasets
• Variable projection methods for an optimized dynamic mode decomposition
• Variants of dynamic mode decomposition: boundary condition, Koopman, and Fourier analyses

Cited in

(2)

• Strong convergence for the dynamic mode decomposition based on the total least squares to noisy datasets
• Statistical modeling and an adaptive averaging technique for strong convergence of the dynamic mode decomposition

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