Accession Number : AD0696157

Title :   ON SYSTEM PARAMETER IDENTIFIABILITY,

Corporate Author : CALIFORNIA UNIV LOS ANGELES DEPT OF SYSTEM SCIENCES

Personal Author(s) : Staley,R. M. ; Yue,P. C.

Report Date : OCT 1969

Pagination or Media Count : 17

Abstract : The paper establishes two concepts of identifiability for the unknown parameters of linear, constant, stable, discrete-time dynamic systems. Necessary and sufficient conditions are obtained for the system parameters to be identifiable in the deterministic sense and stochastically identifiable. These conditions are shown to be significant in studying the asymptotic properties of maximum likelihood estimators. Generalizations of these concepts to include the identification of the system's initial state are also discussed. (Author)

Descriptors :   (*CONTROL SYSTEMS, IDENTIFICATION), (*LINEAR SYSTEMS, IDENTIFICATION), SYSTEMS ENGINEERING, INFORMATION THEORY, STOCHASTIC PROCESSES, DIFFERENCE EQUATIONS, STABILITY, THEOREMS

Subject Categories : Statistics and Probability
      Test Facilities, Equipment and Methods

Distribution Statement : APPROVED FOR PUBLIC RELEASE