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eess.SY2023
Latent Dynamic Networked System Identification with High-Dimensional Networked Data
Jiaxin Yu, Yanfang Mo, S. Joe Qin
Networked dynamic systems are ubiquitous in various domains, such as industrial processes, social networks, and biological systems. These systems produce high-dimensional data that…
math.OC2023
Probabilistic Reduced-Dimensional Vector Autoregressive Modeling for Dynamics Prediction and Reconstruction with Oblique Projections
Yanfang Mo, Jiaxin Yu, S. Joe Qin
In this paper, we propose a probabilistic reduced-dimensional vector autoregressive (PredVAR) model with oblique projections. This model partitions the measurement space into a dyn…