Dynamic mode decomposition based on expectation–maximization algorithm for simultaneous system identification and denoising

The present study proposes a novel dynamic mode decomposition (DMD) that can simultaneously estimate the reduced-order model, the original signal, and the system/observation noise model only from the noisy data. An expectation–maximization (EM)-algorithm DMD (EMDMD) combines DMD and the parameter ad...

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Veröffentlicht in:	Mechanical systems and signal processing Jg. 223; S. 111864
Hauptverfasser:	Iwasaki, Yuto, Sasaki, Yasuo, Nagata, Takayuki, Kaneko, Sayumi, Nonomura, Taku
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Elsevier Ltd 15.01.2025
Schlagworte:	Denoising Dynamic mode decomposition Expectation–maximization algorithm Linear dynamical system System identification Linear dynamical system System identification Dynamic mode decomposition Expectation–maximization algorithm Denoising
ISSN:	0888-3270
Online-Zugang:	Volltext
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