Modal Analysis of Spatiotemporal Data using Multivariate Gaussian Process Regression

Concetti Chiave

Multivariate Gaussian Process Regression offers a novel approach to modal analysis for spatiotemporal data, overcoming limitations of traditional methods.

Sintesi

This content delves into the application of Multivariate Gaussian Process Regression (MVGPR) in modal analysis for spatiotemporal data. It discusses the challenges faced by traditional modal analysis techniques and introduces MVGPR as a promising alternative. The paper establishes connections between MVGPR, Koopman operator theory, and existing modal analysis methods like Dynamic Mode Decomposition (DMD) and Spectral Proper Orthogonal Decomposition (SPOD). It also benchmarks MVGPR against DMD and SPOD on various examples to showcase its effectiveness in handling temporally irregular data. The content further explores the identification of stationary flow systems using MVGPR with Linear Model of Coregionalization (LMC) kernel structure. Additionally, it draws parallels between SPOD and MVGPR methodologies, highlighting their differences and similarities in capturing system dynamics.

Statistiche

C(𝜏) = E{𝑥 𝑗 (0)2 cos2( 𝑗𝜔0𝑡) + 𝑦 𝑗 (0)2 sin2( 𝑗𝜔0𝑡)} cos( 𝑗𝜔0𝜏)
E[|⟨q(𝑡, 𝝃), 𝝋(𝑡, 𝝃)⟩|2]
E[|⟨q(𝑡, 𝝃), 𝝋(𝑡, 𝝃)⟩|2]
E[|⟨ˆq( 𝑓 , 𝝃), u𝑗 ( 𝑓 , 𝝃)⟩|]
∫ ∞ −∞ ∫ Ω pH(t, η)q(t, η)dηdt = max {E[|⟨q(t, η), υ(t, η)⟩|^2]}

Citazioni

"Modal analysis has become an essential tool to understand the coherent structure of complex flows."
"MVGPR is shown to produce a low-order linear dynamical system for spatiotemporal datasets."
"MVGPR offers a promising alternative to classical modal analysis methods for handling sparse and irregular data."

Approfondimenti chiave tratti da

Modal Analysis of Spatiotemporal Data via Multivariate Gaussian Process Regression

by Jiwoo Song,D... alle arxiv.org 03-21-2024

https://arxiv.org/pdf/2403.13118.pdf

Domande più approfondite

How does the introduction of Linear Model of Coregionalization impact the accuracy of MVGPR in identifying modes

The introduction of the Linear Model of Coregionalization (LMC) in Multivariate Gaussian Process Regression (MVGPR) has a significant impact on the accuracy of identifying modes. The LMC kernel structure allows for capturing complex correlations between outputs by incorporating phase information from different trajectories. By using a weighted sum of scalar correlation functions, the MVGPR model can better represent the relationships between variables and improve the accuracy of mode identification. This structured approach ensures that the model captures essential features and correlations present in the data, leading to more precise modal analysis results.

What are the implications of forcing orthonormal regularization in MVGPR to find eigenvectors similar to SPOD modes

Forcing orthonormal regularization in MVGPR to find eigenvectors similar to Spectral Proper Orthogonal Decomposition (SPOD) modes has important implications for improving the quality and relevance of identified modes. By adding an orthonormal regularization term to the objective function, MVGPR is encouraged to prioritize finding eigenvectors that align with statistically optimal modes associated with each frequency component, similar to SPOD. This regularization helps ensure that MVGPR identifies meaningful and physically relevant modes that accurately represent dominant flow structures and dynamics within spatiotemporal data.

How can the findings from this study be applied to real-world engineering problems beyond aerospace applications

The findings from this study have broad applications beyond aerospace engineering and can be applied to real-world engineering problems across various industries. The novel modal analysis technique using Multivariate Gaussian Process Regression (MVGPR) offers a promising alternative to traditional methods like Dynamic Mode Decomposition (DMD) and SPOD, especially when dealing with sparse and temporally irregular data. In fields such as fluid dynamics, structural mechanics, climate modeling, biomedical engineering, finance, and more, where understanding complex systems' coherent structures is crucial, MVGPR can provide valuable insights into spatiotemporal data analysis. By leveraging advanced statistical techniques like LMC kernel design and orthonormal regularization in MVGPR models, engineers can enhance their ability to extract key patterns from multidimensional datasets efficiently.