Strong convergence for the dynamic mode decomposition based on the total least squares to noisy datasets

DOI10.14495/jsiaml.12.33zbMath1448.62090OpenAlexW3034318110MaRDI QIDQ5121398

Kensuke Aishima

Publication date: 14 September 2020

Published in: JSIAM Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14495/jsiaml.12.33

zbMATH Keywords

singular value decompositioneigenvalue problemstotal least squaresdynamic mode decompositionstrong convergence of random variables

Mathematics Subject Classification ID

Random fields (60G60) Factor analysis and principal components; correspondence analysis (62H25) Ergodic theorems, spectral theory, Markov operators (37A30)

Related Items (2)

Statistical modeling and an adaptive averaging technique for strong convergence of the dynamic mode decomposition ⋮ Strong consistency of the projected total least squares dynamic mode decomposition for datasets with random noise

Cites Work

• Implicitly-weighted total least squares
• Estimation in a multivariate errors in variables regression model: Large sample results
• Dynamic mode decomposition of numerical and experimental data
• Spectral analysis of nonlinear flows

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