Uniquely identifiable state-space and ARMA parametrizations for multivariable linear systems

DOI10.1016/0005-1098(84)90048-7zbMath0537.93067OpenAlexW2019743205MaRDI QIDQ792942

Vincent Wertz, Michel Gevers

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

zbMATH Keywords

identifiabilitystructural invariantsautoregressive moving average modelparametrizationscanonical form approachmultivariate stationary finite dimensional stochastic processesoverlapping form approach

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Multivariable systems, multidimensional control systems (93C35) Linear systems in control theory (93C05) Canonical structure (93B10) Identification in stochastic control theory (93E12) Generalized coordinates; event, impulse-energy, configuration, state, or phase space for problems in mechanics (70G10)

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