Topological identification in networks of dynamical systems

Materassi, Donatello W.; Innocenti, Giacomo W.

The paper deals with the problem of reconstructing the topological structure of a network of dynamical systems. A distance function is defined in order to evaluate the"closeness"of two processes and a few useful mathematical properties are derived. Theoretical results to guarantee the correctness of the identification procedure for networked linear systems with tree topology are provided as well. Finally, the application of the techniques to the analysis of an actual complex network, i.e. to high frequency time series of the stock market, is illustrated.