Conceitos Básicos
This paper introduces an Ensemble Kalman Filter (EnKF) based method to improve the estimation accuracy of Koopman modes and eigenvalues from noisy measurement data, applicable to both autonomous and non-autonomous dynamical systems.
Liu, N., Liu, S., Tong, X.T., & Jiang, L. (2024). ESTIMATE OF KOOPMAN MODES AND EIGENVALUES WITH KALMAN FILTER. arXiv preprint arXiv:2410.02815v1.
This paper aims to address the challenge of inaccurate Koopman mode and eigenvalue estimation in Dynamic Mode Decomposition (DMD) caused by noisy measurement data, particularly in the context of both autonomous and non-autonomous dynamical systems.