Modeling Complex Systems by Generalized Factor Analysis

DOI10.1109/TAC.2014.2357913MaRDI QIDQ2982815zbMATH OpenFDO

Authors Giulio Bottegal, Giorgio Picci

Publication date 16 May 2017

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

Full work available at URL https://arxiv.org/abs/1301.2498

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Decentralized systems (93A14) Distributed systems (68M14)

Abstract: We propose a new modeling paradigm for large dimensional aggregates of stochastic systems by Generalized Factor Analysis (GFA) models. These models describe the data as the sum of a flocking plus an uncorrelated idiosyncratic component. The flocking component describes a sort of collective orderly motion which admits a much simpler mathematical description than the whole ensemble while the idiosyncratic component describes weakly correlated noise. We first discuss static GFA representations and characterize in a rigorous way the properties of the two components. The extraction of the dynamic flocking component is discussed for time-stationary linear systems and for a simple classes of separable random fields.

Cited in

(2)

• Identification of low rank vector processes
• Hidden factor estimation in dynamic generalized factor analysis models

This page was built for publication: Modeling Complex Systems by Generalized Factor Analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2982815)