Distinguishability conditions for stationary linear systems (Q1768970)

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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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