Distinguishability conditions for stationary linear systems (Q1768970)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distinguishability conditions for stationary linear systems |
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Distinguishability conditions for stationary linear systems (English)
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15 March 2005
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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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system identification
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realizations from input-output data
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ARMA models
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identifiability
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equivalence of parameters
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distinguishability
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