DocumentCode
2998296
Title
On the identifiability of parameters
Author
Tse, E. ; Anton, J.
Author_Institution
Systems Control, Inc., Palo Alto, California
fYear
1971
fDate
15-17 Dec. 1971
Firstpage
498
Lastpage
502
Abstract
A precise definition of identifiability of a parameter is given in terms of consistency in probability for the parameter estimate. Under some mild uniformity assumptions on the conditional density parameterized by the unknown parameter, necessary and sufficient conditions for the unknown parameter to be identifiable are established. The assumptions and conditions are expressed in terms of the density of individual observations, conditioned upon all past observations. The results are applied to linear system identification problems.
Keywords
Control systems; Kalman filters;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1971 IEEE Conference on
Conference_Location
Miami Beach, FL, USA
Type
conf
DOI
10.1109/CDC.1971.271048
Filename
4044809
Link To Document