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SciML / DataDrivenDiffEq.jl

Data driven modeling and automated discovery of dynamical systems for the SciML Scientific Machine Learning organization
https://docs.sciml.ai/DataDrivenDiffEq/stable/
MIT License
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Imposing stability in DMD #147

Open baggepinnen opened 3 years ago

baggepinnen commented 3 years ago

It would be nice to have a mechanism to impose stability of an estimated Koopman operator. One such mechanism which is commaonly employed for subspace-based identification is https://www.researchgate.net/publication/3891703_Imposing_stability_in_subspace_identification_by_regularization for which there is an implementation here

AlCap23 commented 3 years ago

Thanks for pointing this out. Would it be okay for you, if I adapt directly from the implementation in ControlSystemIdentification?

Also, I was reading this paper which is related and also imposes stability constraints.

baggepinnen commented 3 years ago

You may freely take as much as you want from my implementation 😃