On non-singular information matrices and local identifiability

DOI10.1080/00207178208932896MaRDI QIDQ3941302zbMATH OpenOpenAlexFDO

Authors Petre Stoica, Torsten Söderström

Publication date 1982

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178208932896

zbMATH Keywords

local identifiabilitynon-singular information matrices

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)

Cites work

• Convergence properties of the generalised least squares identification method
• Identification in Parametric Models
• On the identifiability of parameters
• Parametrizations of linear dynamical systems: Canonical forms and identifiability

Cited in

(6)

• Uncertainty estimation in equality-constrained MAP and maximum likelihood estimation with applications to system identification and state estimation
• Investigation of parameter uncertainty in clustering using a Gaussian mixture model via jackknife, bootstrap and weighted likelihood bootstrap
• Estimating the system order by subspace methods
• Model structure selection for multivariable systems by cross-validation methods
• Taming singularities of the quantum Fisher information
• Consistency of the maximum likelihood estimator of population tree in a coalescent framework

This page was built for publication: On non-singular information matrices and local identifiability

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3941302)