Donatello Materassi

Donatello Materassi, Murti V. Salapaka

Network systems have become a ubiquitous modeling tool in many areas of science where nodes in a graph represent distributed processes and edges between nodes represent a form of dynamic coupling. When a network topology is already known (or partially known), two associated goals are (i) to derive estimators for nodes of the network which cannot be directly observed or are impractical to measure; and (ii) to quantitatively identify the dynamic relations between nodes. In this article we address both problems in the challenging scenario where only some outputs of the network are being measured and the inputs are not accessible. The approach makes use of the notion of $d$-separation for the graph associated with the network. In the considered class of networks, it is shown that the proposed technique can determine or guide the choice of optimal sparse estimators. The article also derives identification methods that are applicable to cases where loops are present providing a different perspective on the problem of closed-loop identification. The notion of $d$-separation is a central concept in the area of probabilistic graphical models, thus an additional contribution is to create connections between control theory and machine learning techniques.

Mihaela Dimovska, Donatello Materassi

Reconstructing a network of dynamic systems from observational data is an active area of research. Many approaches guarantee a consistent reconstruction under the relatively strong assumption that the network dynamics is governed by strictly causal transfer functions. However, in many practical scenarios, strictly causal models are not adequate to describe the system and it is necessary to consider models with dynamics that include direct feedthrough terms. In presence of direct feedthroughs, guaranteeing a consistent reconstruction is a more challenging task. Indeed, under no additional assumptions on the network, we prove that, even in the limit of infinite data, any reconstruction method is susceptible to inferring edges that do not exist in the true network (false positives) or not detecting edges that are present in the network (false negative). However, for a class of triangle-free networks introduced in this article, some consistency guarantees can be provided. We present a method that either exactly recovers the topology of a triangle-free network certifying its correctness or outputs a graph that is sparser than the topology of the actual network, specifying that such a graph has no false positives, but there are false negatives.

Saurav Talukdar, Deepjyoti Deka, Harish Doddi et al.

Learning influence pathways of a network of dynamically related processes from observations is of considerable importance in many disciplines. In this article, influence networks of agents which interact dynamically via linear dependencies are considered. An algorithm for the reconstruction of the topology of interaction based on multivariate Wiener filtering is analyzed. It is shown that for a vast and important class of interactions, that respect flow conservation, the topology of the interactions can be exactly recovered. The class of problems where reconstruction is guaranteed to be exact includes power distribution networks, dynamic thermal networks and consensus networks. The efficacy of the approach is illustrated through simulation and experiments on consensus networks, IEEE power distribution networks and thermal dynamics of buildings.

Saurav Talukdar, Deepjyoti Deka, Sandeep Attree et al.

In this article, we present a method to learn the interaction topology of a network of agents undergoing linear consensus updates in a non invasive manner. Our approach is based on multivariate Wiener filtering, which is known to recover spurious edges apart from the true edges in the topology. The main contribution of this work is to show that in the case of undirected consensus networks, all spurious links obtained using Wiener filtering can be identified using frequency response of the Wiener filters. Thus, the exact interaction topology of the agents is unveiled. The method presented requires time series measurements of the state of the agents and does not require any knowledge of link weights. To the best of our knowledge this is the first approach that provably reconstructs the structure of undirected consensus networks with correlated noise. We illustrate the effectiveness of the method developed through numerical simulations as well as experiments on a five node network of Raspberry Pis.

Saurav Talukdar, Deepjyoti Deka, Donatello Materassi et al.

In this article we present a method to reconstruct the interconnectedness of dynamically related stochastic processes, where the interactions are bi-directional and the underlying topology is a tree. Our approach is based on multivariate Wiener filtering which recovers spurious edges apart from the true edges in the topology reconstruction. The main contribution of this work is to show that all spurious links obtained using Wiener filtering can be eliminated if the underlying topology is a tree based on which we present a three stage network reconstruction procedure for trees. We illustrate the effectiveness of the method developed by applying it on a typical distribution system of the electric grid.