Dynamic Mode Decomposition (DMD) yields a linear, approximate model of a system's dynamics that is built from data. We seek to reduce the order of this model by identifying a reduced set of modes that best fit the output. We adopt a model selection algorithm from statistics and machine learning known as Least Angle Regression (LARS). We modify LARS to be complex-valued and utilize LARS to select DMD modes. We refer to the resulting algorithm 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. Numerical results from a Poiseuille flow test problem show that LARS4DMD yields reduced-order models that have comparable performance to DMDSP. LARS4DMD has the added benefit that the regularization weighting parameter required for DMDSP is not needed.
II. Data-driven, reduced-order modelingThis section presents the techniques necessary for development of LARS4DMD: Section II.A reviews DMD; Section II.B describes DMDSP, a state-of-the-art method for DMD mode selection; and Section II.C introduces the original LARS algorithm.
A. Dynamic Mode Decomposition (DMD)The DMD data analysis begins with the collection and proper arrangement of measurements for processing. Although generalized definitions of DMD exist (e.g., see [8,17]), we focus on the case of sequential, constant-interval measurements of a process evolving in time, similar to [9]. Let ψ k be a measurement vector (or snapshot) of the system for time steps k = 0, . . . , N. DMD seeks the best-fit linear operator A that advances each snapshot one time step such that ψ k+1 ≈ Aψ k . By constructing two data matrices, Ψ 0 = [ ψ 0 ψ 1 . . . ψ (N −1) ] and Ψ 1 = [ ψ 1 ψ 2 . . . ψ N ],