odmd
swMATH ID:  31747 
Software Authors:  H. Zhang; C. W. Rowley 
Description:  odmd: Python/Matlab implementation of online dynamic mode decomposition (Online DMD) and window dynamic mode decomposition (Window DMD). Online dynamic mode decomposition for timevarying systems. Dynamic mode decomposition (DMD) is a popular technique for modal decomposition, flow analysis, and reducedorder modeling. In situations where a system is time varying, one would like to update the system’s description online as time evolves. This work provides an efficient method for computing DMD in real time, updating the approximation of a system’s dynamics as new data becomes available. The algorithm does not require storage of past data and computes the exact DMD matrix using rank1 updates. A weighting factor that places less weight on older data can be incorporated in a straightforward manner, making the method particularly well suited to timevarying systems. A variant of the method may also be applied to online computation of “windowed DMD,” in which only the most recent data are used. The efficiency of the method is compared against several existing DMD algorithms: for problems in which the state dimension is less than about 200, the proposed algorithm is the most efficient for realtime computation, and it can be orders of magnitude more efficient than the standard DMD algorithm. The method is demonstrated on several examples, including a timevarying linear system and a more complex example using data from a wind tunnel experiment. In particular, we show that the method is effective at capturing the dynamics of surface pressure measurements in the flow over a flat plate with an unsteady separation bubble. 
Homepage:  https://arxiv.org/abs/1707.02876 
Source Code:  https://github.com/haozhg/odmd 
Dependencies:  Python/Matlab 
Related Software:  PRMLT; GitHub; DeepONet; PyDMD; VAMPnets; rsvd; GAIO; EnKF; Boids; EEMC; libROM; EEGLAB; OptShrink; BSSasymp; JADE; FunctionObservers; Nektar++ 
Cited in:  11 Publications 
Standard Articles
1 Publication describing the Software, including 1 Publication in zbMATH  Year 

Online dynamic mode decomposition for timevarying systems. Zbl 07122844 Zhang, Hao; Rowley, Clarence W.; Deem, Eric A.; Cattafesta, Louis N. 
2019

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Cited by 32 Authors
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Cited in 6 Serials
5  SIAM Journal on Applied Dynamical Systems 
2  Journal of Computational Dynamics 
1  Computers and Fluids 
1  Journal of Computational Physics 
1  SIAM Review 
1  Chaos 
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