Extended Online DMD and Weighted Modifications for Streaming Data Analysis

Abstract

We present novel methods for computing the online dynamic mode decomposition (online DMD) for streaming datasets. We propose a framework that allows incremental updates to the DMD operator as data become available. Due to its ability to work on datasets with lower ranks, the proposed method is more advantageous than existing ones. A noteworthy feature of the method is that it is entirely data-driven and does not require knowledge of any underlying governing equations. Additionally, we present a modified version of our proposed approach that utilizes a weighted alternative to online DMD. The suggested techniques are demonstrated using several numerical examples.

Keywords

• DMD method
• online dynamic mode decomposition
• Koopman operator
• singular value decomposition
• equation-free