Network Reconstruction from Intrinsic Noise

@article{Hayden2013NetworkRF,
  title={Network Reconstruction from Intrinsic Noise},
  author={David P. Hayden and Ye Yuan and Jorge M. Gonçalves},
  journal={CoRR},
  year={2013},
  volume={abs/1310.0375}
}
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
Recent Discussions
This paper has been referenced on Twitter 2 times over the past 90 days. VIEW TWEETS

From This Paper

Figures, tables, and topics from this paper.

References

Publications referenced by this paper.
Showing 1-10 of 14 references

Parametrizations of linear dynamical systems: canonical forms and identifiability

  • K. Glover, J. C. Willems
  • IEEE Transactions on Automatic Control, vol. 19,
  • 1974
Highly Influential
3 Excerpts

The inverse problem of stationary covariance

  • B.D.O. Anderson
  • Journal of Statistical Physics,
  • 1969
Highly Influential
3 Excerpts

Network reconstruction f dynamical polytrees with unobserved nodes ”

  • M. V. Salapaka
  • Proceedings of 51 st IEEE Conference on Decision…
  • 2012

Similar Papers

Loading similar papers…