The paper extends local module identification in dynamic networks to correlated process noise by embedding the target module in a MIMO prediction-error setup with graph-based signal selection.
On the problem of reconstructing an unknown topology via locality properties of the Wiener filter,
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A local direct method for module identification in dynamic networks with correlated noise
The paper extends local module identification in dynamic networks to correlated process noise by embedding the target module in a MIMO prediction-error setup with graph-based signal selection.