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).
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Implement Regularized Differentiation to Handle Noisy Data #22
Since this has already been implemented for MATLAB, we will rely on the TVDiff algorithm by Rick Chartrand, "Numerical differentiation of noisy, nonsmooth data," ISRN Applied Mathematics, Vol. 2011, Article ID 164564, 2011. https://github.com/JeffreyEarly/GLNumericalModelingKit/blob/master/Matlab/TVRegDiff.m