Modeling and Topology Estimation of Low Rank Dynamical Networks
Wenqi Cao and Aming Li
动态网络的传统拓扑学习方法变得不适合表现出低等级特征的过程。 为了解决这个问题,我们提出了低等级的动态网络模型,以确保可识别性。 通过采用因果 Wiener 过滤,我们建立了一个必要且足够的条件,将过滤器的间距模式与条件格兰杰因果关系联系起来。 基于这一理论结果,我们开发了一种一致的方法来估计所有网络边缘。 模拟结果表明了拟议框架的吝啬和拓扑估计方法的一致性。
Conventional topology learning methods for dynamical networks become inapplicable to processes exhibiting low-rank characteristics. To address this, we propose the low rank dynamical network model which ensures identifiability. By employing causal Wiener filtering, we establish a necessary and sufficient condition that links the sparsity pattern of the filter to conditional Granger causality. Building on this theoretical result, we develop a consistent method for estimating all network edges. Si...