A local direct method for module identification in dynamic networks with correlated noise

KR Ramaswamy… - IEEE Transactions on …, 2020 - ieeexplore.ieee.org
The identification of local modules in dynamic networks with known topology has recently
been addressed by formulating conditions for arriving at consistent estimates of the module
dynamics, under the assumption of having disturbances that are uncorrelated over the
different nodes. The conditions typically reflect the selection of a set of node signals that are
taken as predictor inputs in an multiple-input-single-output (MISO) identification setup. In this
paper an extension is made to arrive at an identification setup for the situation that process …

A local direct method for module identification in dynamic networks with correlated noise

KR Ramaswamy, PMJ Van den Hof - arXiv preprint arXiv:1908.00976, 2019 - arxiv.org
The identification of local modules in dynamic networks with known topology has recently
been addressed by formulating conditions for arriving at consistent estimates of the module
dynamics, under the assumption of having disturbances that are uncorrelated over the
different nodes. The conditions typically reflect the selection of a set of node signals that are
taken as predictor inputs in a MISO identification setup. In this paper an extension is made to
arrive at an identification setup for the situation that process noises on the different node …
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