TY - GEN
T1 - Topological properties in identification and modeling techniques
AU - Innocenti, Giacomo
AU - Materassi, Donatello
PY - 2008/12/1
Y1 - 2008/12/1
N2 - The paper deals with the problem of finding models and predictions within a large set of time series or random processes. Nothing is assumed about their mutual influence and dependence. The problem can not be tackled efficiently, starting from a classical system identification approach. Indeed, the general optimal solution would provide a large number of models, since it would consider every possible interdependence. Then a suboptimal approach will be developed. The proposed technique will present interesting modelling properties which can interpreted in terms of graph theory. The application of this procedure will also be exploited as a tool to provide a clusterization of time series. Finally, we will show that it turns out to be a dynamical generalization of other techniques described in literature.
AB - The paper deals with the problem of finding models and predictions within a large set of time series or random processes. Nothing is assumed about their mutual influence and dependence. The problem can not be tackled efficiently, starting from a classical system identification approach. Indeed, the general optimal solution would provide a large number of models, since it would consider every possible interdependence. Then a suboptimal approach will be developed. The proposed technique will present interesting modelling properties which can interpreted in terms of graph theory. The application of this procedure will also be exploited as a tool to provide a clusterization of time series. Finally, we will show that it turns out to be a dynamical generalization of other techniques described in literature.
KW - Estimation and filtering
KW - Frequency domain identification
KW - Stochastic system identification
UR - http://www.scopus.com/inward/record.url?scp=79961018221&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=79961018221&partnerID=8YFLogxK
U2 - 10.3182/20080706-5-KR-1001.3575
DO - 10.3182/20080706-5-KR-1001.3575
M3 - Conference contribution
AN - SCOPUS:79961018221
SN - 9783902661005
T3 - IFAC Proceedings Volumes (IFAC-PapersOnline)
BT - Proceedings of the 17th World Congress, International Federation of Automatic Control, IFAC
T2 - 17th World Congress, International Federation of Automatic Control, IFAC
Y2 - 6 July 2008 through 11 July 2008
ER -