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A Reconstruction algorithm for an unknown network

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 Added by Donatello Materassi
 Publication date 2010
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and research's language is English




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The interest for networks of dynamical systems has been increasing in the past years, especially because of their capability of modeling and describing a large variety of phenomena and behaviors. We propose a technique, based on Wiener filtering, which provides general theoretical guarantees for the detection of links in a network of dynamical systems. For a large class of network that we name self-kin sufficient conditions for a correct detection of a link are formulated. For networks not belonging to this class we give conditions for correct detection of links belonging to the smallest self-kin network containing the actual one.



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A novel and detailed convergence analysis is presented for a greedy algorithm that was previously introduced for operator reconstruction problems in the field of quantum mechanics. This algorithm is based on an offline/online decomposition of the reconstruction process and on an ansatz for the unknown operator obtained by an a priori chosen set of linearly independent matrices. The presented convergence analysis focuses on linear-quadratic (optimization) problems governed by linear differential systems and reveals the strong dependence of the performance of the greedy algorithm on the observability properties of the system and on the ansatz of the basis elements. Moreover, the analysis allows us to use a precise (and in some sense optimal) choice of basis elements for the linear case and led to the introduction of a new and more robust optimized greedy reconstruction algorithm. This optimized approach also applies to nonlinear Hamiltonian reconstruction problems, and its efficiency is demonstrated by numerical experiments.
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This paper studies an infinite horizon optimal control problem for discrete-time linear systems and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. A classical approach is to solve an algebraic Riccati equation that involves mathematical expectations and requires certain statistical information of the parameters. In this paper, we propose an online iterative algorithm in the spirit of Q-learning for the situation where only one random sample of parameters emerges at each time step. The first theorem proves the equivalence of three properties: the convergence of the learning sequence, the well-posedness of the control problem, and the solvability of the algebraic Riccati equation. The second theorem shows that the adaptive feedback control in terms of the learning sequence stabilizes the system as long as the control problem is well-posed. Numerical examples are presented to illustrate our results.
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