Bayesian topology identification of linear dynamic networks

2019/03/14 by Shi, Shengling, Bottegal, Giulio, Hof, Paul M. J. Van den · 1 citation
#FOS: Electrical engineering #Systems and Control (eess.SY) #electronic engineering #information engineering

paper · doi:10.48550/arxiv.1903.06205

Abstract

In networks of dynamic systems, one challenge is to identify the interconnection structure on the basis of measured signals. Inspired by a Bayesian approach in [1], in this paper, we explore a Bayesian model selection method for identifying the connectivity of networks of transfer functions, without the need to estimate the dynamics. The algorithm employs a Bayesian measure and a forward-backward search algorithm. To obtain the Bayesian measure, the impulse responses of network modules are modeled as Gaussian processes and the hyperparameters are estimated by marginal likelihood maximization using the expectation-maximization algorithm. Numerical results demonstrate the effectiveness of this method.

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