A counterexample to the uniqueness of the asymptotic estimate in ARMAX model identification via the correlation approach

DOI10.1016/j.sysconle.2014.09.009zbMath1300.93173OpenAlexW2016017891WikidataQ124981661 ScholiaQ124981661MaRDI QIDQ473399

Simone Garatti

Publication date: 24 November 2014

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11311/937165

zbMATH Keywords

system identificationidentifiabilitycorrelation approachinformative experiment

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Related Items (1)

The noise covariances of linear Gaussian systems with unknown inputs are not uniquely identifiable using autocovariance least-squares

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