Uniquely identifiable state-space and ARMA parametrizations for multivariable linear systems
DOI10.1016/0005-1098(84)90048-7zbMath0537.93067MaRDI QIDQ792942
Publication date: 1984
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(84)90048-7
identifiability; structural invariants; autoregressive moving average model; parametrizations; canonical form approach; multivariate stationary finite dimensional stochastic processes; overlapping form approach
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
93C35: Multivariable systems, multidimensional control systems
93C05: Linear systems in control theory
93B10: Canonical structure
93E12: Identification in stochastic control theory
70G10: Generalized coordinates; event, impulse-energy, configuration, state, or phase space for problems in mechanics
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