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math.DS2017
Data-driven spectral analysis of the Koopman operator
Milan Korda, Mihai Putinar, Igor Mezić
Starting from measured data, we develop a method to compute the fine structure of the spectrum of the Koopman operator with rigorous convergence guarantees. The method is based on…
math.OC2017★ 394 cited
On Convergence of Extended Dynamic Mode Decomposition to the Koopman Operator
Milan Korda, Igor Mezić
Extended Dynamic Mode Decomposition (EDMD) is an algorithm that approximates the action of the Koopman operator on an -dimensional subspace of the space of observables by sampli…