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arXiv 1903.06205eess.SYcs.SY
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动态网络的贝叶斯拓扑识别

Bayesian topology identification of linear dynamic networks

Eindhoven University of Technology(埃因霍温理工大学)

Shengling Shi, Giulio Bottegal, Paul M. J. Van den Hof

AI总结:

本文提出了一种基于贝叶斯模型选择的方法,用于在不估计动态的情况下识别转移函数网络的连接结构,通过高斯过程建模脉冲响应并利用期望最大化算法估计超参数,实验结果验证了该方法的有效性。

摘要:

在动态系统网络中,一个挑战是在测量信号的基础上识别互连结构。受[1]中贝叶斯方法的启发,本文探索了一种贝叶斯模型选择方法,用于在不需估计动态的情况下识别转移函数网络的连接性。该算法采用贝叶斯度量和前向-后向搜索算法。为了获得贝叶斯度量,网络模块的脉冲响应被建模为高斯过程,超参数通过使用期望最大化算法进行边际似然最大化来估计。数值结果展示了该方法的有效性。

英文摘要:

In networks of dynamic systems, one challenge is to identify the interconnection structure on the basis of measured signals. Inspired by a Bayesian approach in [1], in this paper, we explore a Bayesian model selection method for identifying the connectivity of networks of transfer functions, without the need to estimate the dynamics. The algorithm employs a Bayesian measure and a forward-backward search algorithm. To obtain the Bayesian measure, the impulse responses of network modules are modeled as Gaussian processes and the hyperparameters are estimated by marginal likelihood maximization using the expectation-maximization algorithm. Numerical results demonstrate the effectiveness of this method.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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