Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Extended-Kalman-filter-based dynamic mode decomposition for simultaneous
  system identification and denoising   A new dynamic mode decomposition (DMD) method is introduced for simultaneous
online system identification and denoising in conjunction with the adoption of
an extended Kalman filter algorithm\color{black}. The present paper explains
the extended-Kalman-filter-based DMD (EKFDMD) algorithm and illustrates that
EKFDMD requires significant numerical resources for many-degree-of-freedom
(many-DoF) problems and that the combination with truncated proper orthogonal
decomposition (trPOD) helps us to apply the EKFDMD algorithm to many-DoF
problems. The numerical experiments of the present study illustrate that EKFDMD
can estimate eigenvalues from a noisy dataset with a few DoFs better than or as
well as the existing algorithms, whereas EKFDMD can also denoise the original
dataset online. In particular, EKFDMD performs better than existing algorithms
for the case in which system noise is present. The EKFDMD with trPOD can be
successfully applied to many-DoF problems, including a fluid-problem example,
and the results reveal the superior performance of system identification and
denoising. Note that these superior results are obtained despite being an
online procedure.

4
The categories of this paper are: cond-mat
22
The categories of this paper are: chao-dyn
6
The categories of this paper are: astro-ph
15
The categories of this paper are: nucl-ex
7
The categories of this paper are: hep-th
17
The categories of this paper are: q-fin
18
The categories of this paper are: econ
11
The categories of this paper are: hep-lat
14
The categories of this paper are: math-ph
12
The categories of this paper are: nucl-th
20
The categories of this paper are: acc-phys
37
The categories of this paper are: supr-con
13
The categories of this paper are: quant-ph
27
The categories of this paper are: comp-gas
21
The categories of this paper are: adap-org
29
The categories of this paper are: funct-an