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

Akitoshi Masuda, Yoshihiko Susuki, Manel Martínez-Ramón +2

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 dy…