Output-Only Identification and Spectral Monitoring of Coupled Feedback Networks with Known Time-Varying Actuation
Jihwan Woo
Abstract
Coupled feedback networks are often monitored channel by channel even though cross-channel paths alter both stability margins and transmitted disturbances. We study identification of a structured feedback matrix L_t = Phi diag(gamma_t) in an output-only setting: no commanded, probing, or reference input exists -- only temporally separated outputs and the scheduling gains gamma_t are observed, while the coupling response Phi and the clearing-window inputs are not. Identification rests jointly on the persistent excitation of the observed pre-window output and on two structural features separating coupling from confounds: the known time variation of the gains, which modulates the closed-loop response in a predictable pattern, and a partial-reversal moment by which a known fraction of transient displacement is corrected in a subsequent window. We give a hierarchy of results: exact local identification of the coupling under a Jacobian rank condition on the gain regimes; a first-order interaction estimator whose identification strength is the minimum eigenvalue of the residualized interaction information matrix (provably unidentified under constant gains); and a characterization of the estimand as a resolvent sensitivity -- the right object for screening transmitted disturbances and a first-stage input to spectral-margin recovery -- with sqrt(T) asymptotics for the first-order estimator, a cross-identification theorem mapping each varying gain to exactly identified resolvent rows and columns, and bootstrap validity under consistent selection; the implemented heuristic's empirical coverage (90% at nominal 95%) quantifies the remaining gap. Simulations verify sharpness of the rank condition and quantify benchmark failures under confounding. A case study on leveraged-fund rebalancing feedback, where daily fund disclosures play the role of the known gains, illustrates the method on real data.
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