TY - JOUR
T1 - Topological identification in networks of dynamical systems
AU - Materassi, Donatello
AU - Innocenti, Giacomo
PY - 2010/8/1
Y1 - 2010/8/1
N2 - The paper deals with the problem of reconstructing the tree-like topological structure of a network of linear dynamical systems. A distance function is defined in order to evaluate the closeness of two processes and some useful mathematical properties are derived. Theoretical results to guarantee the correctness of the identification procedure for networked linear systems characterized by a tree topology are provided as well. The paper also suggests the approximation of a complex connected network with a tree in order to detect the most meaningful interconnections. The application of the techniques to the analysis of an actual complex network, i.e., to high frequency time series of the stock market, is extensively illustrated.
AB - The paper deals with the problem of reconstructing the tree-like topological structure of a network of linear dynamical systems. A distance function is defined in order to evaluate the closeness of two processes and some useful mathematical properties are derived. Theoretical results to guarantee the correctness of the identification procedure for networked linear systems characterized by a tree topology are provided as well. The paper also suggests the approximation of a complex connected network with a tree in order to detect the most meaningful interconnections. The application of the techniques to the analysis of an actual complex network, i.e., to high frequency time series of the stock market, is extensively illustrated.
KW - Unweighted pair group method with arithmetic mean (UPGMA)
UR - http://www.scopus.com/inward/record.url?scp=77955407850&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=77955407850&partnerID=8YFLogxK
U2 - 10.1109/TAC.2010.2042347
DO - 10.1109/TAC.2010.2042347
M3 - Article
AN - SCOPUS:77955407850
VL - 55
SP - 1860
EP - 1871
JO - IEEE Transactions on Automatic Control
JF - IEEE Transactions on Automatic Control
SN - 0018-9286
IS - 8
M1 - 5406168
ER -