Prediction error identification of linear dynamic networks with rank-reduced noise

DOI10.1016/j.automatica.2018.09.033zbMath1406.93364arXiv1711.06369OpenAlexW2769132152MaRDI QIDQ1716605

Harm H. M. Weerts, Arne G. Dankers, Van den Hof, Paul M. J.

Publication date: 5 February 2019

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.06369

zbMATH Keywords

system identificationconsistencyvariancemaximum likelihooddynamic networksCramér-Rao lower boundrank-reduced noise

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

Related Items (11)

A scalable multi-step least squares method for network identification with unknown disturbance topology ⋮ A frequency domain approach for local module identification in dynamic networks ⋮ Learning linear modules in a dynamic network using regularized kernel-based methods ⋮ Abstractions of linear dynamic networks for input selection in local module identification ⋮ Spectral Factorization of Rank-Deficient Rational Densities ⋮ Optimal excitation and measurement pattern for cascade networks ⋮ Identification of low rank vector processes ⋮ Topology identification of sparse network: a stochastic variational Bayesian approach ⋮ Distributed state estimation for dynamic positioning systems with uncertain disturbances and transmission time delays ⋮ Generic identifiability of subnetworks in a linear dynamic network: the full measurement case ⋮ Sparse estimation in linear dynamic networks using the stable spline horseshoe prior

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