Test for local structural identifiability of high-order non-linearly parametrized state space models (Q1923072)
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English | Test for local structural identifiability of high-order non-linearly parametrized state space models |
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Test for local structural identifiability of high-order non-linearly parametrized state space models (English)
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11 April 1999
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This paper presents tests for local identifiability of a deterministic single-input single-output linear system based on the sequence of Markov parameters \(\{h(k,\theta), k= 1,2,\dots, 2n\}\) where \(\theta\) is an unknown parameter and \(n\) is an upper bound to the McMillan degree. Part 3 of the paper is called: ``Identifiability analysis based on infinite-time information matrix'' and Part 4 is called ``Identifiability analysis based on finite-time information matrix''. Although the problem stated is deterministic, probabilistic calculations play an important role in this paper. The paper ends with an example. Numerical aspects are stressed.
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state space models
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gradients
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Lyapunov equation
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local identifiability
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Markov parameters
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