2019/03/21 by Doddi, Harish, Talukdar, Saurav, Deka, Deepjyoti +1
#FOS: Electrical engineering #Systems and Control (eess.SY) #electronic engineering #information engineering
paper · doi:10.48550/arxiv.1903.09210
Learning the structure of a network from time series data, in particular cyclostationary data, is of significant interest in many disciplines such as power grids, biology and finance. In this article, an algorithm is presented for reconstruction of the topology of a network of cyclostationary processes. To the best of our knowledge, this is the first work to guarantee exact recovery without any assumptions on the underlying structure. The method is based on a lifting technique by which cyclostationary processes are mapped to vector wide sense stationary processes and further on semi-definite properties of matrix Wiener filters for the said processes.We demonstrate the performance of the proposed algorithm on a Resistor-Capacitor network and present the accuracy of reconstruction for varying sample sizes.