Name: Distinguishability Conditions for Stationary Linear Systems
Creator: A. A. Lomov
Keywords: Realizations from input-output data, equivalence of parameters, 0102 computer and information sciences, 0101 mathematics, System identification, identifiability, distinguishability, realizations from input-output data, 01 natural sciences, ARMA models

Distinguishability conditions for stationary linear systems

descriptionPublicationkeyboard_double_arrow_right Article 01 Feb 2003 English Publisher:Springer Science and Business Media LLCJournal:Differential Equations, volume 39, pages 283-288 (issn: 0012-2661, eissn: 1608-3083,

Authors: A. A. Lomov;

doi: 10.1023/a:1025117418970

Distinguishability Conditions for Stationary Linear Systems

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Abstract

Vector ARMA models are considered where the coefficient matrices are functions of the same parameter vector within a given subset of the \(n\)-dimensional real vector space. Distinguishability is introduced as a necessary condition for the identifiability of parameters and is rigorously defined; its interpretation is related to the equivalence of parameters giving rise to the same input/output pairs in time. Then, necessary and sufficient conditions are given for local and global distinguishability.

Related Organizations

Russian Academy of Sciences
Russian Federation
Siberian Branch of the Russian Academy of Sciences
Russian Federation
Department of Mathematical Sciences
Russian Federation
Sobolev Institute of Mathematics
Russian Federation

Keywords

Realizations from input-output data, equivalence of parameters, System identification, identifiability, distinguishability, realizations from input-output data, ARMA models, system identification

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