arXiv (Cornell University)
On the Effect of Quantization on Dynamic Mode Decomposition
April 2024 • Dilip Kumar Maity, Debdipta Goswami, Sriram Narayanan
Dynamic Mode Decomposition (DMD) is a widely used data-driven algorithm for estimating the Koopman Operator.This paper investigates how the estimation process is affected when the data is quantized. Specifically, we examine the fundamental connection between estimates of the operator obtained from unquantized data and those from quantized data. Furthermore, using the law of large numbers, we demonstrate that, under a large data regime, the quantized estimate can be considered a regularized version of the unquantiz…