Detection of Directed Connectivities in Dynamic Systems for Different Excitation Signals using Spectral Granger Causality
Abstract
Industrial plants usually consist of different process units which are strongly cross-linked to each other. This leads to the point that a voluntary or involuntary change in one unit (e.g. changing some process control parameter or having a malfunctioning value) can lead to unexpected results in another process unit. Hence, knowing which are the causing and which are the effecting process variables is of great interest. Still, depending on the underlying process and the characteristics of the excitation signal, directed connectivities can or can not be detected. Therefore, in this paper several types of dynamic SISO systems and excitation signals are defined for which a directed connectivity from input to output signal should be detected and from output to input should not be detected. As a method for the detection of directed influences Spectral Granger Causality is used, which has been extended with a surrogate based significance test. This test is used to define if a directed influence exists from one process variable to another.
