2 papers
physics.flu-dyn2018
Extended-Kalman-filter-based dynamic mode decomposition for simultaneous system identification and denoising
Taku Nonomura, Hisaichi Shibata, Ryoji Takaki
A new dynamic mode decomposition (DMD) method is introduced for simultaneous online system identification and denoising in conjunction with the adoption of an extended Kalman filte…
physics.flu-dyn2018
Dynamic mode decomposition using a Kalman filter for parameter estimation
Taku Nonomura, Hisaichi Shibata, Ryoji Takaki
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 combinatio…