Reduced-Order Modeling for Dynamic Mode Decomposition Without an Arbitrary Sparsity Parameter

Authors

John Graff, Matthew J. Ringuette, Tarunraj Singh and Francis D. Lagor,

Source

AIAA Journal, 58 (9).

Abstract

Dynamic mode decomposition (DMD) yields a linear, approximate model of a system’s dynamics that is built from data. This paper seeks to reduce the order of this model by identifying a reduced set of modes that best fit the output. A model selection algorithm from statistics and machine learning known as least angle regression (LARS) is adopted. LARS is modified to be complex-valued, and LARS is used to select DMD modes. The resulting algorithm is referred to as least angle regression for dynamic mode decomposition (LARS4DMD). Sparsity-promoting dynamic mode decomposition (DMDSP), a popular mode-selection algorithm, serves as a benchmark for comparison. LARS4DMD has the advantage that the sparsity parameter required for DMDSP is not needed. Numerical results from a Poiseuille flow test problem show that LARS4DMD yields reduced-order models that have comparable performance to DMDSP. Use of the LARS4DMD algorithm on particle image velocimetry data of a rotating fin confirms this conclusion on experimental data. Results further suggest that LARS4DMD may be slightly more robust to noise in the experimental data.




@article{Graff_20_AIAAJ,
author = {J. Graff, M. Ringuette, T. Singh and F. Lagor},
title = {Reduced-Order Modeling for Dynamic Mode Decomposition Without an Arbitrary Sparsity Parameter},
journal = {AIAA Journal},
volume = {58},
number = {9},
year = {2020},
doi = {doi: 10.2514/1.J059207},
eprint = {https://arc.aiaa.org/doi/10.2514/1.J059207}
}