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Identification ofmodules in dynamic networks: An empirical Bayes approach
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. (System Identification)ORCID iD: 0000-0002-1127-1397
KTH, School of Electrical Engineering (EES), Automatic Control. (System Identification)
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. (System Identification)
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. (System Identification)
2016 (English)In: 55th IEEE Conference on Decisision and Control (CDC), IEEE conference proceedings, 2016Conference paper, Published paper (Refereed)
Abstract [en]

We address the problem of identifying a specific module in a dynamic network, assuming known topology. We express the dynamics by an acyclic network composed of two blocks where the first block accounts for the relation between the known reference signals and the input to the target module, while the second block contains the target module. Using an empirical Bayes approach, we model the first block as a Gaussian vector with covariance matrix (kernel) given by the recently introduced stable spline kernel. The parameters of the target module are estimated by solving a marginal likelihood problem with a novel iterative scheme based on the ExpectationMaximization algorithm. Numerical experiments illustrate the effectiveness of the proposed method.

Place, publisher, year, edition, pages
IEEE conference proceedings, 2016.
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-208708DOI: 10.1109/cdc.2016.7798971Scopus ID: 2-s2.0-85010796560OAI: oai:DiVA.org:kth-208708DiVA: diva2:1108114
Conference
55th IEEE Conference on Decisision and Control (CDC)
Funder
EU, European Research Council, 267381Swedish Research Council, 621-2009-4017
Note

QC 20170613

Available from: 2017-06-12 Created: 2017-06-12 Last updated: 2017-06-13Bibliographically approved

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Everitt, NiklasBottegal, GiulioRojas, Cristian R.Hjalmarsson, Håkan
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