Causal discovery in deterministic discrete LTI-DAE systems

TL;DR

This paper introduces the PoV method for causal discovery in deterministic LTI-DAE systems, extending previous DIPCA-based approaches to handle systems with algebraic relations and feedback.

Contribution

The paper proposes the PoV method that improves causal discovery in LTI-DAE systems by identifying algebraic and dynamical relations, outperforming previous DIPCA-based methods.

Findings

PoV accurately identifies causal drivers in LTI-DAE systems.

The method works for systems with and without algebraic equations.

Case studies demonstrate its effectiveness.

Abstract

Discovering pure causes or driver variables in deterministic LTI systems is of vital importance in the data-driven reconstruction of causal networks. A recent work by Kathari and Tangirala, proposed in 2022, formulated the causal discovery method as a constraint identification problem. The constraints are identified using a dynamic iterative PCA (DIPCA)-based approach for dynamical systems corrupted with Gaussian measurement errors. The DIPCA-based method works efficiently for dynamical systems devoid of any algebraic relations. However, several dynamical systems operate under feedback control and/or are coupled with conservation laws, leading to differential-algebraic (DAE) or mixed causal systems. In this work, a method, namely the partition of variables (PoV), for causal discovery in LTI-DAE systems is proposed. This method is superior to the method that was presented by Kathari and Tangirala (2022), as PoV also works for pure dynamical systems, which are devoid of algebraic equations. The proposed method identifies the causal drivers up to a minimal subset. PoV deploys DIPCA to first determine the number of algebraic relations ($n_a$), the number of dynamical relations ($n_d$) and the constraint matrix. Subsequently, the subsets are identified through an admissible partitioning of the constraint matrix by finding the condition number of it. Case studies are presented to demonstrate the effectiveness of the proposed method.