A counterexample to the uniqueness of the asymptotic estimate in ARMAX model identification via the correlation approach

DOI10.1016/J.SYSCONLE.2014.09.009zbMATH Open1300.93173OpenAlexW2016017891WikidataQ124981661 ScholiaQ124981661MaRDI QIDQ473399FDOQ473399

Authors: Simone Garatti 

Publication date: 24 November 2014

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11311/937165

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zbMATH Keywords

identifiabilitysystem identificationcorrelation approachinformative experiment

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cites Work

• Title not available (Why is that?)
• On covariance function tests used in system identification
• Input design as a tool to improve the convergence of PEM
• Identifiability and Well-Posedness of Shaping-Filter Parameterizations: A Global Analysis Approach
• Guaranteed non-asymptotic confidence regions in system identification
• Instrumental variable methods for system identification
• Necessary and sufficient conditions for uniqueness of the minimum in Prediction Error Identification
• Assessing the quality of identified models through the asymptotic theory -- when is the result reliable?
• The asymptotic model quality assessment for instrumental variable identification revisited
• Uniqueness of the maximum likelihood estimates of the parameters of an ARMA model
• Iterative robust control: speeding up improvement through iterations
• On resampling and uncertainty estimation in linear system identification

Cited In (1)

• The noise covariances of linear Gaussian systems with unknown inputs are not uniquely identifiable using autocovariance least-squares

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