ON SYSTEM PARAMETER IDENTIFIABILITY,

Abstract

The paper establishes two concepts of identifiability for the unknown parameters of linear, constant, stable, discrete-time dynamic systems. Necessary and sufficient conditions are obtained for the system parameters to be identifiable in the deterministic sense and stochastically identifiable. These conditions are shown to be significant in studying the asymptotic properties of maximum likelihood estimators. Generalizations of these concepts to include the identification of the system's initial state are also discussed. (Author)

Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1969
Accession Number
AD0696157

Entities

People

  • P. C. Yue
  • R. M. Staley

Organizations

  • University of California, Los Angeles

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Estimators
  • Identification
  • Mathematics

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Mathematical Modeling and Probability Theory.