Identifiability of nonminimum phase linear stochastic systems

DOI10.1109/TAC.1983.1103191MaRDI QIDQ3318664zbMATH OpenOpenAlexFDO

Authors John Kormylo, Jerry M. Mendel

Publication date 1983

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.1983.1103191

zbMATH Keywords

impuls responselinear stochastic systemsnon-stationary Gaussian driving noisephase realizationspectral estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Model systems in control theory (93C99) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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