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. 2017 Jul 1;17(7):1543. doi: 10.3390/s17071543
Algorithm 1 SVD based.
1 Arrange the data of snapshot matrix S into two different matrices, as:
S[y1ym1];S[y2ym]

2 Compute the SVD of S; S=UΣV*
where, U=[u1,u2,,ur]n×r and V=[v1,v2,,vr]m×r are orthogonal matrices and Σ=diag(σ1,σ2,,σr)r×r is a diagonal matrix.
3 Define a matrix Ay˜ such that, Ay˜U*Σ1VS; here, Ay˜ is the k×k projection of Ay such that,
Ay˜ = U*AyU.
4 Compute the eigenvalues and eigenvectors of Ay˜ as: Ay˜w=λw.
5 Calculate the DMD mode corresponding to λ: ΨDMD=SVΣ1w.