Time-resolved denoising using model order reduction, dynamic mode decomposition, and Kalman filter and smoother

DOI10.3934/JCD.2020019MaRDI QIDQ2194437zbMATH OpenOpenAlexFDO

Authors M. Fathi, Ahmadreza Baghaie, Ali Bakhshinejad, Raphael H. Sacho, Roshan M. D'Souza

Publication date 26 August 2020

Published in Journal of Computational Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/jcd.2020019

zbMATH Keywords

data drivendenoisingdynamic mode decompositionKalman filtermodel-order reduction

Mathematics Subject Classification ID

Approximation methods and numerical treatment of dynamical systems (37M99) Numerical methods for wavelets (65T60) General topics in computing methodologies (68U01)

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Cites work

• A data-driven approximation of the koopman operator: extending dynamic mode decomposition
• A kernel-based method for data-driven Koopman spectral analysis
• A novel coupling of noise reduction algorithms for particle flow simulations
• Dynamic mode decomposition of numerical and experimental data
• scientific article; zbMATH DE number 6678650 (Why is no real title available?)
• scientific article; zbMATH DE number 802858 (Why is no real title available?)
• On dynamic mode decomposition: theory and applications
• Optimal Estimation of Dynamic Systems
• Spectral analysis of nonlinear flows
• The Optimal Hard Threshold for Singular Values is <inline-formula> <tex-math notation="TeX">\(4/\sqrt {3}\) </tex-math></inline-formula>
• Variants of dynamic mode decomposition: boundary condition, Koopman, and Fourier analyses

Cited in

(2)

• Correcting noisy dynamic mode decomposition with Kalman filters
• An Optimized Dynamic Mode Decomposition Model Robust to Multiplicative Noise

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