distinguishability conditions for stationary linear systems: Distinguishability conditions for stationary linear systems
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| Název: | distinguishability conditions for stationary linear systems: Distinguishability conditions for stationary linear systems |
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| Autoři: | A. A. Lomov |
| Zdroj: | Differential Equations. 39(2):283-288 |
| Informace o vydavateli: | Springer US, New York, NY; Pleiades Publishing, New York, NY; MAIK ``Nauka/Interperiodica'', Moscow, 2003. |
| Rok vydání: | 2003 |
| Témata: | Realizations from input-output data, equivalence of parameters, System identification, identifiability, distinguishability, realizations from input-output data, ARMA models, system identification |
| Popis: | 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. |
| Druh dokumentu: | Article |
| Popis souboru: | application/xml |
| ISSN: | 0012-2661 |
| DOI: | 10.1023/a:1025117418970 |
| Přístupová URL adresa: | 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 |
| Přístupové číslo: | edsair.dedup.wf.002..2e1c86d9fb9ed2f64ffe42369894e5ad |
| Databáze: | OpenAIRE |
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Nájsť tento článok vo Web of Science | Abstrakt: | 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. |
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| ISSN: | 00122661 |
| DOI: | 10.1023/a:1025117418970 |