Model identification of a network as compressing sensing

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Publication:2434442

DOI10.1016/J.SYSCONLE.2013.04.004zbMATH Open1279.93019arXiv1103.0744OpenAlexW2963250855WikidataQ59193743 ScholiaQ59193743MaRDI QIDQ2434442FDOQ2434442


Authors: Donatello Materassi, Giacomo Innocenti, Laura Giarré, Murti Salapaka Edit this on Wikidata


Publication date: 5 February 2014

Published in: Systems \& Control Letters (Search for Journal in Brave)

Abstract: In many applications, it is important to derive information about the topology and the internal connections of dynamical systems interacting together. Examples can be found in fields as diverse as Economics, Neuroscience and Biochemistry. The paper deals with the problem of deriving a descriptive model of a network, collecting the node outputs as time series with no use of a priori insight on the topology, and unveiling an unknown structure as the estimate of a "sparse Wiener filter". A geometric interpretation of the problem in a pre-Hilbert space for wide-sense stochastic processes is provided. We cast the problem as the optimization of a cost function where a set of parameters are used to operate a trade-off between accuracy and complexity in the final model. The problem of reducing the complexity is addressed by fixing a certain degree of sparsity and finding the solution that "better" satisfies the constraints according to the criterion of approximation. Applications starting from real data and numerical simulations are provided.


Full work available at URL: https://arxiv.org/abs/1103.0744




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