Dynamic Mode Decomposition for Compressive System Identification

Dynamic mode decomposition has emerged as a leading technique to identify spatiotemporal coherent structures from high-dimensional data, benefiting from a strong connection to nonlinear dynamical systems via the Koopman operator. In this work, two recent innovations that extend dynamic mode decomposition to systems with actuation and systems with heavily subsampled measurements are integrated and unified. When combined, these methods yield a novel framework for compressive system identification. It is possible to identify a low-order model from limited input-output data and reconstruct the associated full-state dynamic modes with compressed sensing, adding interpretability to the state of the reduced-order model. Moreover, when full-state data are available, it is possible to dramatically accelerate downstream computations by first compressing the data. This unified framework is demonstrated on two model systems, investigating the effects of sensor noise, different types of measurements (e.g., point sensors, Gaussian random projections, etc.), compression ratios, and different choices of actuation (e.g., localized, broadband, etc.). In the first example, this architecture is explored on a test system with known low-rank dynamics and an artificially inflated state dimension. The second example consists of a real-world engineering application given by the fluid flow past a pitching airfoil at low Reynolds number. This example provides a challenging and realistic test case for the proposed method, and results demonstrate that the dominant coherent structures are well characterized despite actuation and heavily subsampled data.