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distinguishability conditions for stationary linear systems: Distinguishability conditions for stationary linear systems

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Bibliographic Details
Title:	distinguishability conditions for stationary linear systems: Distinguishability conditions for stationary linear systems
Authors:	A. A. Lomov
Source:	Differential Equations. 39(2):283-288
Publisher Information:	Springer US, New York, NY; Pleiades Publishing, New York, NY; MAIK ``Nauka/Interperiodica'', Moscow, 2003.
Publication Year:	2003
Subject Terms:	Realizations from input-output data, equivalence of parameters, System identification, identifiability, distinguishability, realizations from input-output data, ARMA models, system identification
Description:	Vector ARMA models are considered where the coefficient matrices are functions of the same parameter vector within a given subset of the \(n\)-dimensional real vector space. Distinguishability is introduced as a necessary condition for the identifiability of parameters and is rigorously defined; its interpretation is related to the equivalence of parameters giving rise to the same input/output pairs in time. Then, necessary and sufficient conditions are given for local and global distinguishability.
Document Type:	Article
File Description:	application/xml
ISSN:	0012-2661
DOI:	10.1023/a:1025117418970
Access URL:	https://zbmath.org/2146341 https://doi.org/10.1023/a:1025117418970 https://link.springer.com/article/10.1023/A:1025117418970 https://link.springer.com/content/pdf/10.1023/A:1025117418970.pdf
Accession Number:	edsair.dedup.wf.002..2e1c86d9fb9ed2f64ffe42369894e5ad
Database:	OpenAIRE

Description
Abstract:	Vector ARMA models are considered where the coefficient matrices are functions of the same parameter vector within a given subset of the \(n\)-dimensional real vector space. Distinguishability is introduced as a necessary condition for the identifiability of parameters and is rigorously defined; its interpretation is related to the equivalence of parameters giving rise to the same input/output pairs in time. Then, necessary and sufficient conditions are given for local and global distinguishability.
ISSN:	00122661
DOI:	10.1023/a:1025117418970