Network Reconstruction from Intrinsic Noise

  title={Network Reconstruction from Intrinsic Noise},
  author={David P. Hayden and Ye Yuan and Jorge M. Gonçalves},
We consider the problem of inferring the structure and dynamics of an unknown network driven by unknown noise inputs. For linear, time-invariant systems of minimal order, with hidden states and one noise source per measured state, we characterise under what conditions this problem is wellposed and present two main results. First, for networks with stable interactions between measured states and where the noise sources act through minimum phase dynamics, we prove that the solution for the… CONTINUE READING
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