Data-informativity conditions for structured linear systems with implications for dynamic networks

TL;DR

This paper derives relaxed data-informativity conditions for structured linear systems in dynamic networks, enabling more efficient subsystem estimation by reducing the need for extensive excitation signals and incorporating structural information.

Contribution

It introduces less conservative, path-based data-informativity conditions that focus on target modules and utilize structural information, improving subsystem identification in dynamic networks.

Findings

Relaxed path-based conditions require fewer external signals.

Conditions are closely related to single module identifiability.

Enhanced estimation efficiency in structured linear systems.

Abstract

When estimating a single subsystem (module) in a linear dynamic network with a prediction error method, a data-informativity condition needs to be satisfied for arriving at a consistent module estimate. This concerns a condition on input signals in the constructed, possibly MIMO (multiple input multiple output) predictor model being persistently exciting, which is typically guaranteed if the input spectrum is positive definite for a sufficient number of frequencies. Generically, the condition can be formulated as a path-based condition on the graph of the network model. The current condition has two elements of possible conservatism: (a) rather than focussing on the full MIMO model, one would like to be able to focus on consistently estimating the target module only, and (b) structural information, such as structural zero elements in the interconnection structure or known subsystems, should be taken into account. In this paper relaxed conditions for data-informativity are derived addressing these two issues, leading to relaxed path-based conditions on the network graph. This leads to experimental conditions that are less strict, i.e. require a smaller number of external excitation signals. Additionally, the new expressions for data-informativity in identification are shown to be closely related to earlier derived conditions for (generic) single module identifiability.