Prediction error identification of linear dynamic networks with rank-reduced noise

Dynamic networks are interconnected dynamic systems with measured node signals and dynamic modules reflecting the links between the nodes. We address the problem of \red{identifying a dynamic network with known topology, on the basis of measured signals}, for the situation of additive process noise on the node signals that is spatially correlated and that is allowed to have a spectral density that is singular. A prediction error approach is followed in which all node signals in the network are jointly predicted. The resulting joint-direct identification method, generalizes the classical direct method for closed-loop identification to handle situations of mutually correlated noise on inputs and outputs. When applied to general dynamic networks with rank-reduced noise, it appears that the natural identification criterion becomes a weighted LS criterion that is subject to a constraint. This constrained criterion is shown to lead to maximum likelihood estimates of the dynamic network and therefore to minimum variance properties, reaching the Cramer-Rao lower bound in the case of Gaussian noise.Comment: 17 pages, 5 figures, revision submitted for publication in Automatica, 4 April 201

Identification of unsteady aerodynamics and aeroelastic integro-differential systems

The problem of estimating integro-differential models based on test or simulation data is dealt with. The identification techniques proposed for estimating parameters in models described by differential equations need to be considerably extended to deal with the integral terms. Conditions under which the integral terms may be approximated by algebraic values are discussed. The integro-differential models discussed are related to indicial models proposed by aerodynamicists to describe unsteady flow

Network Tomography: Identifiability and Fourier Domain Estimation

The statistical problem for network tomography is to infer the distribution of $\mathbf{X}$, with mutually independent components, from a measurement model $\mathbf{Y}=A\mathbf{X}$, where $A$ is a given binary matrix representing the routing topology of a network under consideration. The challenge is that the dimension of $\mathbf{X}$ is much larger than that of $\mathbf{Y}$ and thus the problem is often called ill-posed. This paper studies some statistical aspects of network tomography. We first address the identifiability issue and prove that the $\mathbf{X}$ distribution is identifiable up to a shift parameter under mild conditions. We then use a mixture model of characteristic functions to derive a fast algorithm for estimating the distribution of $\mathbf{X}$ based on the General method of Moments. Through extensive model simulation and real Internet trace driven simulation, the proposed approach is shown to be favorable comparing to previous methods using simple discretization for inferring link delays in a heterogeneous network.Comment: 21 page