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Bibliographic Details
Main Authors: Cao, Wenqi, Li, Aming
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2511.06674
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Table of Contents:
  • Conventional topology learning methods for dynamical networks become inapplicable to processes exhibiting low-rank characteristics. To address this, we propose the low rank dynamical network model which ensures identifiability. By employing causal Wiener filtering, we establish a necessary and sufficient condition that links the sparsity pattern of the filter to conditional Granger causality. Building on this theoretical result, we develop a consistent method for estimating all network edges. Simulation results demonstrate the parsimony of the proposed framework and consistency of the topology estimation approach.