用连续时间DMD建模部分未知动力学

Efrain Gonzalez, L. Avazpour, R. Kamalapurkar, Joel A. Rosenfeld
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引用次数: 0

摘要

这篇手稿解决了数据驱动建模的动力系统的问题,在部分已知的动态使用算子理论的动态模式分解(DMD)方法的存在。该方法依赖于Liouville算子相对于动力学的线性以及Liouville算子与占用核之间建立的关系,该关系将轨迹数据作为函数嵌入到再现核希尔伯特空间中。线性允许从整体动力学中减去已知的动力学部分,并且与未知动力学相对应的Liouville算符因此可以被隔离。然后可以从观察到的轨迹数据中得到动力系统未知部分的模型,然后可以利用该模型来预测未来的状态。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Modeling Partially Unknown Dynamics with Continuous Time DMD*
This manuscript addresses the problem of the data driven modeling of a dynamical system in the presence of partially known dynamics using an operator theoretic dynamic mode decomposition (DMD) approach. The method relies on the linearity of the Liouville operator with respect to the dynamics together with established relations between Liouville operators and occupation kernels, which embed trajectory data as a function within a reproducing kernel Hilbert space. The linearity allows for the known portion of the dynamics to be subtracted from the overall dynamics, and the Liouville operator corresponding to the unknown dynamics may thus be isolated. A model for the unknown portion of the dynamical systems may then be obtained from observed trajectory data, and this model may then be utilized for predicting future states.
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