Identifiability of Unique Elements of Noise Covariances in State-Space Models
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F21%3A43965007" target="_blank" >RIV/49777513:23520/21:43965007 - isvavai.cz</a>
Result on the web
<a href="https://dx.doi.org/10.1016/j.ifacol.2021.08.378" target="_blank" >https://dx.doi.org/10.1016/j.ifacol.2021.08.378</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.ifacol.2021.08.378" target="_blank" >10.1016/j.ifacol.2021.08.378</a>
Alternative languages
Result language
angličtina
Original language name
Identifiability of Unique Elements of Noise Covariances in State-Space Models
Original language description
This paper deals with identification of noise covariance matrices of a dynamic system described by a linear discrete-in-time time-invariant stochastic state-space model. In particular, the parametric identifiability of the correlations methods is analysed and explicit relations for determination of a number of identifiable noise covariance matrices parameters are stated. The theoretical results are thoroughly discussed and illustrated.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
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OECD FORD branch
20205 - Automation and control systems
Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2021
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of the 19th IFAC Symposium on System Identification, SYSID 2021
ISBN
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ISSN
2405-8963
e-ISSN
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Number of pages
6
Pages from-to
316-321
Publisher name
Elsevier
Place of publication
Amsterdam
Event location
Padova, Itálie
Event date
Jul 13, 2021
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000696396200055