Generalized Kernel-Based Dynamic Mode Decomposition
Patrick Héas, Cédric Herzet, Benoit Combès
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04 May 2020
Reduced modeling in high-dimensional reproducing kernel Hilbert spaces offers the opportunity to approximate efficiently non-linear dynamics. In this work, we devise an algorithm based on low rank constraint optimization and kernel-based computation that generalizes a recent approach called ``kernel-based dynamic mode decomposition". This new algorithm is characterized by a gain in approximation accuracy, as evidenced by numerical simulations, and in computational complexity.
