Identifiability of linear parametric stochastic systems. I. Identifiability equations (Q1081579)

This paper extends various results on identifiability of a closed-loop stochastic system by the maximum likelihood method. For parametric stationary systems described by linear difference equations one obtains equations of identifiability by means of algebraic operations over the polynomials of the system. Properties of results are discussed and compared with those obtained by competing methods.