On Reduced Input-Output Dynamic Mode Decomposition

By Himpe Christian, Benner Peter, and Mitchell Tim
Advances in Computational Mathematics (2018)

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Abstract

The identification of reduced-order models from high-dimensional data is a challenging task, and even more so if the identified system should not only be suitable for a certain data set, but generally approximate the input-output behavior of the data source. In this work, we consider the input-output dynamic mode decomposition method for system identification. We compare excitation approaches for the data-driven identification process and describe an optimization-based stabilization strategy for the identified systems.

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Suggested citation

Himpe C., Benner P., and Mitchell T. (2018) On Reduced Input-Output Dynamic Mode Decomposition. Advances in Computational Mathematics, 44, 1751--1768.

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