An Optimized Dynamic Mode Decomposition Model Robust to Multiplicative Noise

DOI10.1137/21M1443832OpenAlexW3204658272MaRDI QIDQ5887849

Minwoo Lee, Jong Ho Park

Publication date: 14 April 2023

Published in: SIAM Journal on Applied Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.11850

zbMATH Keywords

variational modelmultiplicative noisedynamic mode decompositionalternating descent

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Time series analysis of dynamical systems (37M10) Numerical problems in dynamical systems (65P99) Variational methods for eigenvalues of operators (49R05)

Uses Software

• tvreg

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