Compressed-DMD for Electromechanical Mode Estimation from High-Dimensional Ambient Data

Algorithm 2

Compressed dynamic mode decomposition (CDMD).

	Input Data:
(1)	l = k + p
(2)	Ω = randn (l, m)
(3)	Y:= ΩX
(4)	B:=YY^T
(5)	B: =1/2 (B + B^T)
(6)
(7)
(8)
(9)
(10)
(11)
(12)
(13)
(14)	.