Identifiability of nonminimum phase linear stochastic systems

DOI10.1109/TAC.1983.1103191zbMath0534.93063OpenAlexW2137732769MaRDI QIDQ3318664

Jerry M. Mendel, John Kormylo

Publication date: 1983

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1983.1103191

zbMATH Keywords

spectral estimationlinear stochastic systemsimpuls responsenon-stationary Gaussian driving noisephase realization

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Model systems in control theory (93C99)

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Identification of non-minimum phase linear stochastic systems

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