Dynamic mode decomposition using a Kalman filter for parameter estimation
A novel dynamic mode decomposition (DMD) method based on a Kalman filter is proposed. This paper explains the fast algorithm of the proposed Kalman filter DMD (KFDMD) in combination with truncated proper orthogonal decomposition for many-degree-of-freedom problems. Numerical experiments reveal that...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
AIP Publishing LLC
2018-10-01
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| Series: | AIP Advances |
| Online Access: | http://dx.doi.org/10.1063/1.5031816 |