On non-singular information matrices and local identifiability

DOI10.1080/00207178208932896zbMath0482.93073OpenAlexW1963543388MaRDI QIDQ3941302

Petre Stoica, Torsten Söderström

Publication date: 1982

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178208932896

zbMATH Keywords

local identifiabilitynon-singular information matrices

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12) Statistical aspects of information-theoretic topics (62B10)

Related Items (5)

Taming singularities of the quantum Fisher information ⋮ Model structure selection for multivariable systems by cross-validation methods ⋮ Uncertainty estimation in equality-constrained MAP and maximum likelihood estimation with applications to system identification and state estimation ⋮ Investigation of parameter uncertainty in clustering using a Gaussian mixture model via jackknife, bootstrap and weighted likelihood bootstrap ⋮ Estimating the system order by subspace methods

Cites Work

• Convergence properties of the generalised least squares identification method
• Parametrizations of linear dynamical systems: Canonical forms and identifiability
• Identification in Parametric Models
• On the identifiability of parameters

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