Generalized Kernel-Based Dynamic Mode Decomposition

• URL: http://arxiv.org/abs/2002.04375v1
• Date: Tue, 11 Feb 2020 13:50:00 GMT
• Title: Generalized Kernel-Based Dynamic Mode Decomposition
• Authors: Patrick Heas, Cedric Herzet, Benoit Combes
• Abstract summary: We devise an algorithm based on low rank constraint optimization and kernel-based computation that generalizes a recent approach called " Kernel-based dynamic mode decomposition" This new algorithm is characterized by a gain in approximation accuracy, as evidenced by numerical simulations, and in computational complexity.
• Score: 0.0
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Reduced modeling in high-dimensional reproducing kernel Hilbert spaces offers the opportunity to approximate efficiently non-linear dynamics. In this work, we devise an algorithm based on low rank constraint optimization and kernel-based computation that generalizes a recent approach called "kernel-based dynamic mode decomposition". This new algorithm is characterized by a gain in approximation accuracy, as evidenced by numerical simulations, and in computational complexity.

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