Dynamic structural systems under indirect observation: Identifiability and estimation aspects from a system theoretic perspective
type: Item
instance of: scholarly article
title: Dynamic structural systems under indirect observation: Identifiability and estimation aspects from a system theoretic perspective
zbMATH Open document ID: 0621.62107
DOI: 10.1007/BF02294064
author: Pieter W. Otter
published in: Psychometrika
publication date: 1986-01-01T00:00:00Z
review text: In this expository paper, the author presents similarities between linear stochastic state space models and structural dynamic models with latent variables (the last one is used in Social Sciences). The classical concepts, in systems theory, of observability and controllability, and theorems for local parameter identifiability are discussed. Problems of latent vectors estimation - by Kalman-Bucy filters - and of consistent estimation of unknown model parameters - by non-linear M. L. estimation procedures - are also discussed. Finally, it is shown that Jöreskog's LISREL procedure is a special case of this general method.
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 93E12
Mathematics Subject Classification ID: 62H25
Mathematics Subject Classification ID: 93E10
zbMATH DE Number: 4007539
zbMATH Keywords: indirect observation
zbMATH Keywords: non-linear estimation
zbMATH Keywords: maximum likelihood
zbMATH Keywords: linear stochastic state space models
zbMATH Keywords: structural dynamic models with latent variables
zbMATH Keywords: observability
zbMATH Keywords: controllability
zbMATH Keywords: local parameter identifiability
zbMATH Keywords: latent vectors estimation
zbMATH Keywords: Kalman-Bucy filters
zbMATH Keywords: Jöreskog's LISREL procedure
Wikidata QID: Q115059072
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4007539