Optimal Kernel-Based Dynamic Mode Decomposition

10/30/2017

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by   Patrick Héas, et al.

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The state-of-the-art algorithm known as kernel-based dynamic mode decomposition (K-DMD) provides a sub-optimal solution to the problem of reduced modeling of a dynamical system based on a finite approximation of the Koopman operator. It relies on crude approximations and on restrictive assumptions. The purpose of this work is to propose a kernel-based algorithm solving exactly this low-rank approximation problem in a general setting.