论文标题
在空间相关的噪声下的拓扑识别
Topology Identification under Spatially Correlated Noise
论文作者
论文摘要
本文解决了通过线性动力学相互作用的试剂网络拓扑的问题,同时仅通过单独的时间序列测量来激发可能在整个代理中相关的外源随机来源。在假设相关性本质上是相关性的假设,这种淋巴结相互作用网络等同于带有添加代理的网络,该网络由潜在的节点表示,没有相应的时间序列测量值;但是,这里所有的外源兴奋在空间上(即跨代理)不相关。概括仿射相关性,可以表明,在多项式相关性下,扩展网络中的潜在节点可以通过噪声源的簇激发,在噪声源中,群集彼此不相关。如果允许潜在的节点具有非线性相互作用,则可以用单个噪声源代替簇。最后,使用时间序列数据的逆功率谱密度矩阵(IPSDM)的虚拟部分的稀疏加上低级矩阵分解,网络的拓扑结构是重建的。在非保守假设下,检索了相关图。
This article addresses the problem of reconstructing the topology of a network of agents interacting via linear dynamics, while being excited by exogenous stochastic sources that are possibly correlated across the agents, from time-series measurements alone. It is shown, under the assumption that the correlations are affine in nature, such network of nodal interactions is equivalent to a network with added agents, represented by nodes that are latent, where no corresponding time-series measurements are available; however, here all exogenous excitements are spatially (that is, across agents) uncorrelated. Generalizing affine correlations, it is shown that, under polynomial correlations, the latent nodes in the expanded networks can be excited by clusters of noise sources, where the clusters are uncorrelated with each other. The clusters can be replaced with a single noise source if the latent nodes are allowed to have non-linear interactions. Finally, using the sparse plus low-rank matrix decomposition of the imaginary part of the inverse power spectral density matrix (IPSDM) of the time-series data, the topology of the network is reconstructed. Under non conservative assumptions, the correlation graph is retrieved.