The SINDy Algorithm

We cover the SINDy algorithm of Nathan Kutz and Steve Brunton, and we give our own take on the algorithm. Our approach retains the advantages of the original algorithm while also being more robust to noise. Specifically, we perform a weak version of the algorithm (Published in CDC2019), and this approach simultaneously computes the projection of a dynamical system onto a span of basis functions via the inner product given in the previous lecture.

This approach simultaneously computes the projection on Koopman generators through the dynamical system inner products developed in the previous video.

Music:
Come 2gether by Ooyy
Wrong by Dan Henig
Video Call from Los Angeles by Trevor Kowalski
Sunrise in Paris by Dan Henig
Guardians + Tek by Craig Hardgrove

MATLAB Code available at https://bitbucket.org/joelrosenfeld/w...