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The Module Structure of ARMAX Systems
2006
Proceedings of the 45th IEEE Conference on Decision and Control
We consider ARMAX system representations and identification problems. Identifiability conditions in terms of the correlation function of the process are given. One of the conditions is persistency of excitation of an input component of the process and another one is a rank condition for a pair of Hankel matrices. We study the linear combinations of the process and its shifts that produce a process independent of the input. The set of all such linear combinations, called the orthogonalizers, has
doi:10.1109/cdc.2006.377656
dblp:conf/cdc/MarkovskyWM06
fatcat:ojmeavucp5g3jcguwqbukgigpm