Kernel canonical correlation analysis approximates operators for the detection of coherent structures in dynamical data

04/16/2019

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by   Stefan Klus, et al.

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Freie Universität Berlin

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Stanford University

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We illustrate relationships between classical kernel-based dimensionality reduction techniques and eigendecompositions of empirical estimates of reproducing kernel Hilbert space (RKHS) operators associated with dynamical systems. In particular, we show that kernel canonical correlation analysis (CCA) can be interpreted in terms of kernel transfer operators and that coherent sets of particle trajectories can be computed by applying kernel CCA to Lagrangian data. We demonstrate the efficiency of this approach with several examples, namely the well-known Bickley jet, ocean drifter data, and a molecular dynamics problem with a time-dependent potential. Furthermore, we propose a straightforward generalization of dynamic mode decomposition (DMD) called coherent mode decomposition (CMD).