This repository contains MATLAB code for principal component analysis of continuous-time trajectories using occupation kernels. The code implements the methods described in https://arxiv.org/abs/2303.11138
Several examples that illustrate the use of the methods are also available in the examples folder.
Compatibility: MATLAB R2020b or newer.
The HoffmanKPCA folder contains slightly modified version of Hoffman's KPCA code. This code is used for the numerical comparisons presented in the OKPCA paper.