Abstract
Learning influence pathways in a network of dynamically related processes from observations is of considerable importance in many disciplines. In this article, influence networks of agents which interact dynamically via linear dependencies are considered. An algorithm for the reconstruction of the topology of interaction based on multivariate Wiener filtering is analyzed. It is shown that for a vast and important class of interactions, that includes physical systems with flow conservation, the topology of the interactions can be exactly recovered, even for colored exogenous inputs. The efficacy of the approach is illustrated through simulation and experiments on multiple important networks, including consensus networks, IEEE power networks and EnergyPlus based simulation of thermal dynamics of buildings.
Original language | English (US) |
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Article number | 108705 |
Journal | Automatica |
Volume | 112 |
DOIs | |
State | Published - Feb 2020 |
Bibliographical note
Funding Information:The authors S. Talukdar, H. Doddi, D. Materassi and M.V. Salapaka acknowledge the support of ARPA-E for supporting this research through the project titled ‘A Robust Distributed Framework for Flexible Power Grids’ via Grant No. DEAR000071 . Authors D. Deka and M. Chertkov acknowledge the support from the Department of Energy through the Grid Modernization Lab Consortium, and the Center for Non Linear Studies (CNLS) at Los Alamos National Laboratory . The material in this paper was presented at the Eighth ACM International Conference on Future Energy Systems, May 16–19, 2017, Shatin, Hong Kong, China; the 56th IEEE Conference on Decision and Control, December 12–15, 2017, Melbourne, Australia; the 57th IEEE Conference on Decision and Control, December 17–19, 2018, Miami Beach, Florida, USA. This paper was recommended for publication in revised form by Associate Editor Julien M. Hendrickx under the direction of Editor Christos G. Cassandras
Publisher Copyright:
© 2019
Keywords
- Graphical models
- Networks
- Structure learning of time series
- Topology learning