Extended-Kalman-filter-based dynamic mode decomposition for simultaneous system identification and denoising.
A new dynamic mode decomposition (DMD) method is introduced for simultaneous system identification and denoising in conjunction with the adoption of an extended Kalman filter algorithm. The present paper explains the extended-Kalman-filter-based DMD (EKFDMD) algorithm which is an online algorithm fo...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Public Library of Science (PLoS)
2019-01-01
|
| Series: | PLoS ONE |
| Online Access: | http://europepmc.org/articles/PMC6383872?pdf=render |