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

DOI10.1016/J.SYSCONLE.2014.09.009MaRDI QIDQ473399zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

identifiabilitysystem identificationcorrelation approachinformative experiment

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3238721 (Why is no real title available?)
• Assessing the quality of identified models through the asymptotic theory -- when is the result reliable?
• Guaranteed non-asymptotic confidence regions in system identification
• Identifiability and Well-Posedness of Shaping-Filter Parameterizations: A Global Analysis Approach
• Input design as a tool to improve the convergence of PEM
• Instrumental variable methods for system identification
• Iterative robust control: speeding up improvement through iterations
• Necessary and sufficient conditions for uniqueness of the minimum in Prediction Error Identification
• On covariance function tests used in system identification
• On resampling and uncertainty estimation in linear system identification
• The asymptotic model quality assessment for instrumental variable identification revisited
• Uniqueness of the maximum likelihood estimates of the parameters of an ARMA model

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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