A practical method for the consistent identification of a module in a dynamical network

Abstract: We present a new and simple method for the identification of a single transfer function that is embedded in a dynamical network. In existing methods the consistent identification of the desired transfer function relies on the positive definiteness of the spectral density matrix of the vector of all node signals, and it typically requires knowledge of the topology of the whole network. The positivity condition is on the internal signals and therefore can not be guaranteed a priori, in addition it is far from necessary. The new method of this paper provides simple conditions on which nodes to excite and which nodes to measure in order to produce a consistent estimate of the desired transfer function. Just as importantly, it requires knowledge of the local topology only.