The area is broad with not perfectly clear boundaries (as we discuss in the lecture), but if just one resource is to be recommended for an introduction and an overview then I choose the relatively recent textbook:

  • Brunton, Steven L., and J. Nathan Kutz. Data-Driven Science and Engineering: Machine Learning, Dynamical Systems, and Control. Cambridge: Cambridge University Press, 2019. http://www.databookuw.com/.
Front page of the Data-driven Science and Engineering book by Steve Brunton and Nathan Kutz

The two authors take their mission seriously and they also created many dozens of videos on the topics covered by their book: Steve Brunton's channel on Youtube: https://www.youtube.com/c/Eigensteve, Nathan Kutz's channel on Youtube: https://www.youtube.com/c/NathanKutzAMATH. In fact, the videos relevant for the book are conveniently linked from the book's website http://www.databookuw.com.

Some more references will be given in the individual dedicated sections.

Last modified: Friday, 3 December 2021, 6:13 PM