Abstract

System identification problems utilizing a prediction error approach are typically considered in an input/output setting, where a directional cause-effect relationship is presumed and transfer functions are used to estimate the causal relationships. In more complex interconnection structures, as e.g. appearing in dynamic networks, the cause-effect relationships can be encoded by a directed graph. Physical dynamic networks are most commonly described by diffusive couplings between node signals, implying that cause-effect relationships between node signals are symmetric and therefore can be represented by an undirected graph. This paper shows how (prediction error) identification methods developed for linear dynamic networks can be configured to identify components in (undirected) physical networks with known topology.

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