This is a testbed for system identification and forecasting of dynamical systems using the Hankel Alternative View of Koopman (HAVOK) algorithm and Sparse Identification of Nonlinear Dynamics (SINDy). This code is based on the work by Brunton & Kutz (2022) and Yang et. al. (2022).
MIT License
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Implement support for higher polynomial degrees in HAVOK-SINDy #14
The current implementation only supports polynomial degrees of 1. Allowing greater polynomial degrees may require a substantial re-write and is thus not prioritized at this time. The file utils/SINDyModel.m can be used to produce a function for the SINDy model, but our forecasting implementation is not currently written in terms of functions.
The current implementation only supports polynomial degrees of 1. Allowing greater polynomial degrees may require a substantial re-write and is thus not prioritized at this time. The file utils/SINDyModel.m can be used to produce a function for the SINDy model, but our forecasting implementation is not currently written in terms of functions.