Toward compressed DMD: spectral analysis of fluid flows using sub-Nyquist-rate PIV data

Dynamic mode decomposition (DMD) is a powerful and increasingly popular tool for performing spectral analysis of fluid flows. However, it requires data that satisfy the Nyquist-Shannon sampling criterion. In many fluid flow experiments, such data are impossible to capture. We propose a new approach that combines ideas from DMD and compressed sensing. Given a vector-valued signal, we take measurements randomly in time (at a sub-Nyquist rate) and project the data onto a low-dimensional subspace. We then use compressed sensing to identify the dominant frequencies in the signal and their corresponding modes. We demonstrate this method using two examples, analyzing both an artificially constructed test dataset and particle image velocimetry data collected from the flow past a cylinder. In each case, our method correctly identifies the characteristic frequencies and oscillatory modes dominating the signal, proving the proposed method to be a capable tool for spectral analysis using sub-Nyquist-rate sampling.