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topology-estimation-mcp

This repository includes simulation code for network topology estimation with $\ell^1$ norm and MCP

[Paper]
F. Matsuzaki and T. Ikeda, "Sparse topology estimation for consensus network systems via minimax concave penalty," IEEE Control Systems Letters (L-CSS), vol. 8, pp. 1012–1017, 2024.

Description

DataGenerate.m

MATLAB code for generating data of consensus networks that include probabilistic noise. To solve the stochastic differential equation, the Euler-Maruyama scheme is implemented.

The generated data is stored in Data/<sample_duration>.mat

L1.m

MATLAB code for estimating the topology with $\ell^1$ penalty. The estimation result is stored in EstimateResult/L1_<sample_duration>/L1_<sample_duration> <date>.mat.

MCP.m

MATLAB code for estimating the topology with MCP. The estimation result is stored in EstimateResult/MCP_<sample_duration>/MCP_<sample_duration> <date>.mat.