Abstract
We discuss 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. The extraction of the dynamic flocking component is discussed for time-stationary systems.
| Original language | English |
|---|---|
| Pages (from-to) | 2323-2328 |
| Number of pages | 6 |
| Journal | IFAC Proceedings Volumes |
| Volume | 47 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - 2014 |
| Externally published | Yes |
| Event | 19th World Congress of the International Federation of Automatic Control (IFAC 2014 World Congress) - Cape Town International Convention Centre, Cape Town, South Africa Duration: 24 Aug 2014 → 29 Aug 2014 Conference number: 19 http://www.ifac2014.org |
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