Title :
Identifiability of non-minimum phase linear stochastic systems
Author :
Kormylo, J. ; Mendel, J.M.
Author_Institution :
Exxon Production Research, Houston, Texas
Abstract :
This paper considers the indentifiability of time-invariant non-minimum phase systems for the case of unobserved white Gaussian driving noise and no control input. Specifically, it is shown that a sufficient condition for identifiability is that the driving noise have a time-varying, perpetually exciting variance.
Keywords :
Deconvolution; Delay estimation; Gaussian noise; Phase estimation; Phase noise; Production; Reflection; Seismology; Stochastic systems; White noise;
Conference_Titel :
Decision and Control including the Symposium on Adaptive Processes, 1980 19th IEEE Conference on
Conference_Location :
Albuquerque, NM, USA
DOI :
10.1109/CDC.1980.271887
