Application of Gaussian Process Regression to Koopman Mode Decomposition for Noisy Dynamic Data

11/04/2019

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by   Akitoshi Masuda, et al.

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Koopman Mode Decomposition (KMD) is a technique of nonlinear time-series analysis that originates from point spectrum of the Koopman operator defined for an underlying nonlinear dynamical system. We present a numerical algorithm of KMD based on Gaussian process regression that is capable of handling noisy finite-time data. The algorithm is applied to short-term swing dynamics of a multi-machine power grid in order to estimate oscillatory modes embedded in the dynamics, and thereby the effectiveness of the algorithm is evaluated.