2024 : 4 : 15
Amirhossein Abolmasoumi

Amirhossein Abolmasoumi

Academic rank: Associate Professor
ORCID: https://orcid.org/0000-0001-9739-1340
Education: PhD.
ScopusId: 26664422200
Faculty: Engineering
Address: Arak University
Phone:

Research

Title
Robust Dynamic Mode Decomposition
Type
JournalPaper
Keywords
Dynamic mode decomposition, outlier detection, robust estimation, robust statistics, robust regression
Year
2022
Journal IEEE Access
DOI
Researchers Amirhossein Abolmasoumi ، Marcos Netto ، Lamine Mili

Abstract

This paper develops a robust dynamic mode decomposition (RDMD) method endowed with statistical and numerical robustness. Statistical robustness ensures estimation efficiency at the Gaussian and non-Gaussian probability distributions, including heavy-tailed distributions. The proposed RDMD is statistically robust because the outliers in the data set are flagged via projection statistics and suppressed using a Schweppe-type Huber generalized maximum-likelihood estimator that minimizes a convex Huber cost function. The latter is solved using the iteratively reweighted least-squares algorithm that is known to exhibit an excellent convergence property and numerical stability than the Newton algorithms. Several numerical simulations using canonical models of dynamical systems demonstrate the excellent performance of the proposed RDMD method. The results reveal that it outperforms several other methods proposed in the literature.