Halihal, Morad
Cramer-Rao Bounds for Laplacian Matrix Estimation
Halihal, Morad, Routtenberg, Tirza, Poor, H. Vincent
Abstract--In this paper, we analyze the performance of the estimation of Laplacian matrices under general observatio n models. Laplacian matrix estimation involves structural c on-straints, including symmetry and null-space properties, a long with matrix sparsity. By exploiting a linear reparametriza tion that enforces the structural constraints, we derive closed -form matrix expressions for the Cram er-Rao Bound (CRB) specifically tailored to Laplacian matrix estimation. We further extend the derivation to the sparsity-constrained case, introduc ing two oracle CRBs that incorporate prior information of the suppo rt set, i.e. the locations of the nonzero entries in the Laplaci an matrix. We examine the properties and order relations betwe en the bounds, and provide the associated Slepian-Bangs formu la for the Gaussian case. We demonstrate the use of the new CRBs in three representative applications: (i) topology identi fication in power systems, (ii) graph filter identification in diffuse d models, and (iii) precision matrix estimation in Gaussian M arkov random fields under Laplacian constraints. The CRBs are eval - uated and compared with the mean-squared-errors (MSEs) of the constrained maximum likelihood estimator (CMLE), whic h integrates both equality and inequality constraints along with sparsity constraints, and of the oracle CMLE, which knows the locations of the nonzero entries of the Laplacian matrix . We perform this analysis for the applications of power syste m topology identification and graphical LASSO, and demonstra te that the MSEs of the estimators converge to the CRB and oracle CRB, given a sufficient number of measurements. Graph-structured data and signals arise in numerous applications, including power systems, communications, finance, social networks, and biological networks, for analysis and inference of networks [ 2 ], [ 3 ]. In this context, the Laplacian matrix, which captures node connectivity and edge weights, serves as a fundamental tool for clustering [ 4 ], modeling graph diffusion processes [ 5 ], [ 6 ], topology inference [ 6 ]-[ 12 ], anomaly detection [ 13 ], graph-based filtering [ 14 ]-[ 18 ], and analyzing smoothness on graphs [ 19 ]. M. Halihal and T. Routtenberg are with the School of Electric al and Computer Engineering, Ben-Gurion University of the Negev, Beer-Sheva 84105, Israel, e-mail: moradha@post.bgu.ac.il, tirzar@b gu.ac.il.