Sample Complexity for Topology Estimation in Networks of LTI Systems

Date Added: Mar 2011
Format: PDF

In this paper, the authors propose a consistent and computationally efficient FFT-based algorithm for inferring the network topology where each node in the network is associated to a widesense stationary, ergodic, Gaussian process. Each edge of the tree network is characterized by a linear, time-invariant dynamical system and additive white Gaussian noise. The proposed algorithm uses Bartlett's procedure to produce periodogram estimates of cross power spectral densities between processes. Under appropriate assumptions, they prove that the number of vector-valued samples from a single sample path required for consistent estimation is polylogarithmic in the number of nodes in the network. Thus, the sample complexity is low.