Learning Latent Variable Dynamic Graphical Models by Confidence Sets Selection

DOI10.1109/TAC.2020.2970409MaRDI QIDQ5853935zbMATH OpenOpenAlexFDO

Authors Valentina Ciccone, Augusto Ferrante, Mattia Zorzi

Publication date 12 March 2021

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2020.2970409

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Cited in

(4)

• Nonparametric identification of Kronecker networks
• Topology identification under spatially correlated noise
• Identification of low rank vector processes
• Sparse plus low-rank identification for dynamical latent-variable graphical AR models

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