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

DOI10.1007/s13160-022-00547-6MaRDI QIDQ2111579

Kensuke Aishima

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

zbMATH Keywords

strong convergence; singular value decomposition; eigenvalue problems; total least squares; dynamic mode decomposition

Mathematics Subject Classification ID

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

15A18: Eigenvalues, singular values, and eigenvectors

37M10: Time series analysis of dynamical systems

60B12: Limit theorems for vector-valued random variables (infinite-dimensional case)