Pseudo-canonical forms, identifiable parametrizations and simple parameter estimation for linear multivariable systems: Input-output models (Q1057023)

In this paper the authors examine the problem of estimating the parameters of multivariable ARMA models. When the set of such models is viewed as an analytic manifold, the invariants, defining a system, do not appear directly as the elements of the matrices representing the system. Rather, the elements are certain functions of the invariants, or, equivalently, there exist certain equations linking the matrix elements together. This poses a difficulty for the estimation problem, which the authors study and solve.