Title :
On inference of network time constants from impulse response data: graph-theoretic Cramer-Rao bounds
Author :
Wan, Yan ; Roy, Sandip
Author_Institution :
Sch. of Electr. Eng. & Comput. Sci., Washington State Univ., Pullman, WA, USA
Abstract :
We examine the role played by a linear dynamical network´s topology in inference of its eigenvalues from noisy impulse-response data. Specifically, for a canonical linear time-invariant network dynamics, we relate the Cramer-Rao bounds on eigenvalue estimator performance (from impulse-response data) to structural properties of the transfer function, and in turn to the network´s topological structure. We focus especially on networks with a slow-coherence structure, in which case we find that stimulus and observation in each strongly-connected network component is needed for high-fidelity estimation.
Keywords :
eigenvalues and eigenfunctions; graph theory; transfer functions; transient response; eigenvalue estimator performance; eigenvalues; graph-theoretic Cramer-Rao bounds; high-fidelity estimation; impulse response data; linear dynamical network topology; linear time-invariant network dynamics; network time constants; noisy impulse-response data; slow-coherence structure; strongly-connected network component; structural properties; topological structure; transfer function; Air traffic control; Bayesian methods; Biological control systems; Communication system traffic control; Control systems; Eigenvalues and eigenfunctions; Network topology; Parameter estimation; System identification; Vehicle dynamics;
Conference_Titel :
Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009. Proceedings of the 48th IEEE Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-1-4244-3871-6
Electronic_ISBN :
0191-2216
DOI :
10.1109/CDC.2009.5400493