Dynamic Denoising and Gappy Data Reconstruction Based on Dynamic Mode Decomposition and Discrete Cosine Transform

Dynamic Mode Decomposition (DMD) is a data-driven method to analyze the dynamics, first applied to fluid dynamics. It extracts modes and their corresponding eigenvalues, where the modes are spatial fields that identify coherent structures in the flow and the eigenvalues describe the temporal growth/decay rates and oscillation frequencies for each mode. The recently introduced compressed sensing DMD (csDMD) reduces computation times and also has the ability to deal with sub-sampled datasets. In this paper, we present a similar technique based on discrete cosine transform to reconstruct the fully-sampled dataset (as opposed to DMD modes as in csDMD) from sub-sampled noisy and gappy data using l 1 minimization. The proposed method was benchmarked against csDMD in terms of denoising and gap-filling using three datasets. The first was the 2-D time-resolved plot of a double gyre oscillator which has about nine oscillatory modes. The second dataset was derived from a Duffing oscillator. This dataset has several modes associated with complex eigenvalues which makes them oscillatory. The third dataset was taken from the 2-D simulation of a wake behind a cylinder at Re = 100 and was used for investigating the effect of changing various parameters on reconstruction error. The Duffing and 2-D wake datasets were tested in presence of noise and rectangular gaps. While the performance for the double-gyre dataset is comparable to csDMD, the proposed method performs substantially better (lower reconstruction error) for the dataset derived from the Duffing equation and also, the 2-D wake dataset according to the defined reconstruction error metrics.