Wiener projections unify the Koopman, Mori-Zwanzig, and Wiener-filtering views of data-driven model reduction and yield a heuristic derivation of NARMAX models.
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Data-driven model reduction, Wiener projections, and the Koopman-Mori-Zwanzig formalism
Wiener projections unify the Koopman, Mori-Zwanzig, and Wiener-filtering views of data-driven model reduction and yield a heuristic derivation of NARMAX models.