首页|Regularized dynamic mode decomposition algorithm for time sequence predictions
Regularized dynamic mode decomposition algorithm for time sequence predictions
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Dynamic mode decomposition(DMD)aims at extracting intrinsic mechanisms in a time sequence via linear re-currence 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 deter-mine 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.
Dynamic mode decompositionReduced order modellingStabilityRegularization
Xiaoyang Xie、Shaoqiang Tang
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Department of Mechanics and Engineering Science,College of Engineering,Peking University,Beijing 100871,China