Regularized dynamic mode decomposition algorithm for time sequence predictions

被引：0
作者：
Xie, Xiaoyang [1 ]
Tang, Shaoqiang [1 ]
机构：
[1] Peking Univ, Coll Engn, Dept Mech & Engn Sci, Beijing 100871, Peoples R China
来源：
THEORETICAL AND APPLIED MECHANICS LETTERS | 2024年 / 14卷 / 05期
关键词：
Dynamic mode decomposition; Reduced order modelling; Stability; Regularization; SYSTEMS;
D O I：
10.1016/j.taml.2024.100555
中图分类号：
O3 [力学];
学科分类号：
08 ; 0801 ;
摘要：
Dynamic Mode Decomposition (DMD) aims at extracting intrinsic mechanisms in a time sequence via linear recurrence relation of its observables, thereby predicting later terms in the sequence. Stability is a major concern in DMD predictions. We adopt a regularized form and propose a Regularized DMD (ReDMD) algorithm to determine the regularization parameter. This leverages stability and accuracy. Numerical tests for Burgers' equation demonstrate that ReDMD effectively stabilizes the DMD prediction while maintaining accuracy. Comparisons are made with the truncated DMD algorithm.
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收藏
页数：7
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