Robust network reconstruction in polynomial time

This paper presents an efficient algorithm for robust network reconstruction of Linear Time-Invariant (LTI) systems in the presence of noise, estimation errors and unmodelled nonlinearities. The method here builds on previous work [1] on robust reconstruction to provide a practical implementation with polynomial computational complexity. Following the same experimental protocol, the algorithm obtains a set of structurally-related candidate solutions spanning every level of sparsity. We prove the existence of a magnitude bound on the noise, which if satisfied, guarantees that one of these structures is the correct solution. A problem-specific model-selection procedure then selects a single solution from this set and provides a measure of confidence in that solution. Extensive simulations quantify the expected performance for different levels of noise and show that significantly more noise can be tolerated in comparison to the original method. © 2012 IEEE.

Optimal H2 order-one reduction by solving eigenproblems for polynomial equations

A method is given for solving an optimal H2 approximation problem for SISO linear time-invariant stable systems. The method, based on constructive algebra, guarantees that the global optimum is found; it does not involve any gradient-based search, and hence avoids the usual problems of local minima. We examine mostly the case when the model order is reduced by one, and when the original system has distinct poles. This case exhibits special structure which allows us to provide a complete solution. The problem is converted into linear algebra by exhibiting a finite-dimensional basis for a certain space, and can then be solved by eigenvalue calculations, following the methods developed by Stetter and Moeller. The use of Buchberger's algorithm is avoided by writing the first-order optimality conditions in a special form, from which a Groebner basis is immediately available. Compared with our previous work the method presented here has much smaller time and memory requirements, and can therefore be applied to systems of significantly higher McMillan degree. In addition, some hypotheses which were required in the previous work have been removed. Some examples are included.