Section: New Results

Optimal kernel–based dynamic mode decomposition

Participant : Patrick Héas.

This is a collaboration with Cédric Herzet (EPI FLUMINANCE, Inria Rennes–Bretagne Atlantique)

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 the work in [20] is to propose a kernel–based algorithm solving exactly this low–rank approximation problem in a general setting.