System Identification: Dynamic Mode Decomposition with Control

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Steve Brunton

Steve Brunton

Күн бұрын

This lecture provides an overview of dynamic mode decomposition with control (DMDc) for full-state system identification. DMDc is a least-squares regression technique based on the singular value decomposition (SVD).
Dynamic mode decomposition with control
J. L. Proctor, S. L. Brunton, and J. N. Kutz, SIAM Journal on Applied Dynamical Systems, 15(1):142-161, 2016.
epubs.siam.org/doi/abs/10.113...
arxiv.org/abs/1409.6358
www.eigensteve.com/
dmdbook.com/
This video was produced at the University of Washington

Пікірлер: 8
@danielhoven570
@danielhoven570 4 жыл бұрын
Hello! So if you have a system (A+BK)x = x' with control, you are sot of stuck. But for the special case where you also have access to the u vector, doesn't this solve the issue? Say I have a quadcopter, and I have access to the motor speeds, and the state vector, shouldn't the problem be easier?
@lahoucineouhsaine4210
@lahoucineouhsaine4210 Жыл бұрын
Hello, I try this method on heat transfer for two tempertures dynamics, and it wrok with no problem. But, just when I have large system temperature components, then I could'nt obtain the inverse matrix that help to calculate PHI, because the dimensions of "Uhat" and "W" are not square. Any idea to fix this problem please?
@benjaminpommer628
@benjaminpommer628 2 жыл бұрын
Dear Steve, I got a question relating to your paper. I have tried to implement DMDc several times and it always leads me to the point that the A and B matrices in Eq 27 perfectly well rebuild the data whereas A and B in Eq 29 and 30 dont work. How is that?
@shengjianchen4231
@shengjianchen4231 4 жыл бұрын
Will I get the same result as DMD by simply training a 1-layer neural network with [x_k, u_k] as input and x_k+1 as output?
@Eigensteve
@Eigensteve 4 жыл бұрын
You will get something very similar. Just like you can get something like PCA/SVD using a simple linear autoencoder. But, and this is important, DMD is often applied to data that is so large that a 1-layer network would be prohibitively large, so dimensionality reduction is necessary. This actually got a lot of us in the field thinking about building DMD autoencoders, and after a discussion at a Banff workshop in January 2017, several of us wrote papers on the subject. Our paper on the topic is here: www.nature.com/articles/s41467-018-07210-0 Also, just because you can write something as a neural network, doesn't mean it is a good idea. In the PCA/SVD example, although it is possible to compute this using an autoencoder, in my experience this requires more data and more time, as the SVD optimization has an optimal closed-form solution.
@samlaf92
@samlaf92 4 жыл бұрын
@@Eigensteve Hi Steve. We're working on a Koopman related project in Montreal, so thanks for all the great resources you're putting out on this subject! I read your nature paper, but the continuous spectra part was over my head, so I'd love to ask you this question to clarify something for me if you don't mind: Example 3 in the paper is a "high-dimensional fluid problem", but you are only ever using the analytically derived 3-dimensional reduced model (eq. 8-10), correct? So your argument above about 1-layer networks being prohibitively large wouldn't actually apply in this case, since your data is not actually high dimensional. Is it the continuous spectra here that would break "normal" autoencoders? Or am I missing something?
@avinashm7423
@avinashm7423 3 жыл бұрын
Can we just excite the system for some time and make input zero. Then do a regular DMD to get matrix A. Then plug back using this matrix A to solve for matrix B.
@NeuralEngin33r
@NeuralEngin33r Жыл бұрын
Seems to me like that would work fine as long as your system is only intermittently driven. For some systems this is the typical scenario, but for other systems, it would be unusual to halt all inputs (e.g. a commercial airplane).
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