Topology Learning of Linear Dynamical Systems with Latent Nodes using Matrix Decomposition

no code implementations • 16 Dec 2019 • Mishfad S. V., Harish Doddi, Murti V. Salapaka

It is shown that for a large class of systems, the unique decomposition of imaginary part of the IPSDM of observed nodes, a skew symmetric matrix, into the sparse and the low-rank components is sufficient to identify the moral graph of the observed nodes as well as the Markov Blanket of latent nodes.

Retrieval