The state-of-the-art algorithm known as kernel-based dynamic mode decomposition (K-DMD) provides a sub-optimal solution to the problem of reduced modeling of a dynamical system based on a finite approximation of the Koopman operator. It relies on crude approximations and on restrictive assumptions. The purpose of this work is to propose a kernel-based algorithm solving exactly this low-rank approximation problem in a general setting.
|ScienceOpen disciplines:||Applied mathematics, Applications, Statistics, Data analysis, Mathematics, Mathematical modeling & Computation|
|Keywords:||kernel-based methods, extended DMD|