Identification of Dynamical Strictly Causal Networks

Sina Jahandari, Donatello Materassi

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

The paper presents a methodology for identifying the topology of strictly causal dynamical networks. Using a graph-theoretic representation of interconnected dynamical systems, each node is assumed to be a stochastic process whose output is influenced by an independent stochastic noise and outputs of other nodes. The links, which represent the influence of other nodes, are assumed to be strictly causal dynamical filters. When an invasive number of measured data is available, reconstruction techniques based on Granger causality are capable of tackling this problem, however, for very large networks they are rendered impractical. Under the assumption of the sparsity of a complex network including feedback and self-loops, we propose a consistent algorithm based on cycling least-squares that unveils the topology without any a priori knowledge about the structure. For non-invasive measurements, we cast the problem as a structured sparse signal recovery and propose another data-driven algorithm based on ideas borrowed from compressive sensing and matching pursuit to identify the network. To show the superiority of this method we compare its performance with those of the Granger causality and other state-of-the-art techniques through Monte-Carlo simulations.

Original languageEnglish (US)
Title of host publication2018 IEEE Conference on Decision and Control, CDC 2018
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages4739-4744
Number of pages6
ISBN (Electronic)9781538613955
DOIs
StatePublished - Jan 18 2019
Externally publishedYes
Event57th IEEE Conference on Decision and Control, CDC 2018 - Miami, United States
Duration: Dec 17 2018Dec 19 2018

Publication series

NameProceedings of the IEEE Conference on Decision and Control
Volume2018-December
ISSN (Print)0743-1546

Conference

Conference57th IEEE Conference on Decision and Control, CDC 2018
CountryUnited States
CityMiami
Period12/17/1812/19/18

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