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Modeling Complex Systems by Generalized Factor Analysis
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
2015 (English)In: IEEE Transactions on Automatic Control, ISSN 0018-9286, E-ISSN 1558-2523, Vol. 60, no 3, 759-774 p.Article in journal (Refereed) Published
Abstract [en]

We propose a new modeling paradigm for large dimensional aggregates of stochastic systems by Generalized Factor Analysis (GFA) models. These models describe the data as the sum of a flocking plus an uncorrelated idiosyncratic component. The flocking component describes a sort of collective orderly motion which admits a much simpler mathematical description than the whole ensemble while the idiosyncratic component describes weakly correlated noise. We first discuss static GFA representations and characterize in a rigorous way the properties of the two components. The extraction of the dynamic flocking component is discussed for time-stationary linear systems and for a simple classes of separable random fields.

Place, publisher, year, edition, pages
2015. Vol. 60, no 3, 759-774 p.
Keyword [en]
Collective behavior, complex systems, flocking, generalized factor analysis, multi-agent systems, stochastic systems
National Category
Control Engineering
URN: urn:nbn:se:kth:diva-163457DOI: 10.1109/TAC.2014.2357913ISI: 000350206000012ScopusID: 2-s2.0-84923583763OAI: diva2:801034
Swedish Research Council, 621-2009-4017

QC 20150408

Available from: 2015-04-08 Created: 2015-04-07 Last updated: 2015-04-08Bibliographically approved

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Bottegal, Giulio
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