Relationship Between Granger Noncausality and Network Graph of State-Space Representations

被引：7

作者：

Jozsa, Monika ^{[1
,2
]}

Petreczky, Mihaly ^{[3
]}

Camlibel, M. Kanat ^{[2
]}

机构：

[1] Univ Lille, IMT Lille Douai, Unite Rech Informat Automat, F-59000 Lille, France

[2] Univ Groningen, Johann Bernoulli Inst Math & Comp Sci, NL-9700 AK Groningen, Netherlands

[3] Univ Lille, Ctr Rech Informat Signal & Automat Lille, CNRS, UMR 9189,Cent Lille,CRIStAL, F-59000 Lille, France

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2019年 / 64卷 / 03期

关键词：

Interconnected systems; stochastic systems; system realization; MODEL-REDUCTION; TIME-SERIES; BAYES NETS; CAUSALITY; IDENTIFICATION; REALIZATIONS;

D O I：

10.1109/TAC.2018.2832469

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The goal of this paper is to explore the relationship between the network graph of a state-space representation of an observed process and the causal relations among the components of that process. We will show that the existence of a linear time-invariant state-space representation, with its network graph being the star graph, is equivalent to (conditional) Granger noncausal relations among the components of the output process. Granger non-causality is a statistical concept, which applies to arbitrary processes and does not depend on the representation of the process. That is, we relate intrinsic properties of a process with the network graph of its state-space representations.

引用

下载

页码：912 / 927

页数：16

共 50 条

[41] Relationship between discrete polynomial and state-space solutions of the H∞ optimal regulator problem
Grimble, MJ
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 1998, 29 (06) : 605 - 608
[42] FORECASTING WITH BALANCED STATE-SPACE REPRESENTATIONS OF MULTIVARIATE DISTRIBUTED LAG MODELS
MITTNIK, S
JOURNAL OF FORECASTING, 1990, 9 (03) : 207 - 218
[43] Extracting second-order systems from state-space representations
Friswell, MI
AIAA JOURNAL, 1999, 37 (01) : 132 - 135
[44] Weak VARMA representations of regime-switching state-space models
Cavicchioli, Maddalena
STATISTICAL PAPERS, 2016, 57 (03) : 705 - 720
[45] State-space model identification of a wireless THz network
Hadjiloucas, S
Izhac, A
Galvao, RKH
Bowen, JW
Becerra, VM
CONFERENCE DIGEST OF THE 2004 JOINT 29TH INTERNATIONAL CONFERENCE ON INFRARED AND MILLIMETER WAVES AND 12TH INTERNATIONAL CONFERENCE ON TERAHERTZ ELECTRONICS, 2004, : 375 - 376
[46] On State-Space Representations of General Discrete-Time Dynamical Systems
Rojas, Cristian R. R.
Wachel, Pawel
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2022, 67 (12) : 6975 - 6979
[47] Conversion of descriptor representations to state-space form: an extension of the shuffle algorithm
Harrop Galvao, Roberto Kawakami
Kienitz, Karl Heinz
Hadjiloucas, Sillas
INTERNATIONAL JOURNAL OF CONTROL, 2018, 91 (10) : 2199 - 2213
[48] Weak VARMA representations of regime-switching state-space models
Maddalena Cavicchioli
Statistical Papers, 2016, 57 : 705 - 720
[49] DESIGN OF A LINEAR MULTIPORT NETWORK BY STATE-SPACE TECHNIQUES
GRIGSBY, LL
BLACKWELL, WA
MATRIX AND TENSOR QUARTERLY, 1966, 16 (04): : 122 - +
[50] On minimal LPV state-space representations in innovation form: an algebraic characterization
Rouphael, Elie
Petreczky, Mihaly
Belkoura, Lotfi
2022 IEEE 61ST CONFERENCE ON DECISION AND CONTROL (CDC), 2022, : 3281 - 3288

← 1 2 3 4 5 →