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On quantitative a priori measures of identifiability of coefficients of linear dynamic systems. (English. Russian original) Zbl 1267.93174
J. Comput. Syst. Sci. Int. 50, No. 1, 1-13 (2011); translation from Izv. Ross. Akad. Nauk, Teor. Sist. Upravl. 2011, No. 1, 3-15 (2011).
Summary: A number of quantitative a-priori measures of identifiability of coefficients of linear dynamic control systems are proposed. The criteria are based on numerical characteristics of the lower bound of the asymptotic variance of estimates of the coefficients, which is approximately calculated using the mean value of the inverse information matrix. Information matrices are calculated in the limit case of small noise amplitude. Additive observation noise is considered. In this case, the optimal estimates of coefficients correspond to the smallest distance between observations of trajectories and the solution set of the system. Numerical examples are given.

MSC:
93E12 Identification in stochastic control theory
93C05 Linear systems in control theory
93E10 Estimation and detection in stochastic control theory
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