Exact Topology Learning in a Network of Cyclostationary Processes

Autor: Saurav Talukdar, Deepjyoti Deka, Harish Doddi, Murti V. Salapaka
Jazyk: angličtina
Rok vydání: 2019
Předmět:
Zdroj: ACC
Popis: 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.
6 pages, 3 figures, A version of this paper will appear in American Control Conference 2019
Databáze: OpenAIRE