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Extended-Kalman-filter-based dynamic mode decomposition for simultaneous system identification and denoising

A new dynamic mode decomposition (DMD) method is introduced for simultaneous system identification and denoising in conjunction with the adoption of an extended Kalman filter algorithm. The present paper explains the extended-Kalman-filter-based DMD (EKFDMD) algorithm which is an online algorithm fo...

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Detalles Bibliográficos
Autores principales: Nonomura, Taku, Shibata, Hisaichi, Takaki, Ryoji
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2019
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6383872/
https://www.ncbi.nlm.nih.gov/pubmed/30789916
http://dx.doi.org/10.1371/journal.pone.0209836