arXiv · 1911.01143
Application of Gaussian Process Regression to Koopman Mode Decomposition for Noisy Dynamic Data
Abstract
Koopman Mode Decomposition (KMD) is a technique of nonlinear time-series analysis that originates from point spectrum of the Koopman operator defined for an underlying nonlinear dynamical system. We present a numerical algorithm of KMD based on Gaussian process regression that is capable of handling noisy finite-time data. The algorithm is applied to short-term swing dynamics of a multi-machine power grid in order to estimate oscillatory modes embedded in the dynamics, and thereby the effectiveness of the algorithm is evaluated.
Explore related subjects
Keep this discovery
Akitoshi Masuda, Yoshihiko Susuki, Manel Martínez-Ramón, Andrea Mammoli, Atsushi Ishigame. 2019-11-04. Application of Gaussian Process Regression to Koopman Mode Decomposition for Noisy Dynamic Data. https://arxiv.org/abs/1911.01143
Cite the original work for its findings. Save a collection to share your selection of sources.