Distinguishability conditions for stationary linear systems
Vector ARMA models are considered where the coefficient matrices are functions of the same parameter vector within a given subset of the \(n\)-dimensional real vector space. Distinguishability is introduced as a necessary condition for the identifiability of parameters and is rigorously defined; its interpretation is related to the equivalence of parameters giving rise to the same input/output pairs in time. Then, necessary and sufficient conditions are given for local and global distinguishability.
scientific article; zbMATH DE number 2146341