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Observability of States in Non‐Linear Systems
Author(s) -
Smith Jim Q.,
Settimi Raffaella
Publication year - 1997
Publication title -
journal of forecasting
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.543
H-Index - 59
eISSN - 1099-131X
pISSN - 0277-6693
DOI - 10.1002/(sici)1099-131x(199709)16:5<375::aid-for667>3.0.co;2-4
Subject(s) - observability , unobservable , conditional independence , equivalence (formal languages) , observable , independence (probability theory) , state space , linear system , state (computer science) , mathematics , linear model , computer science , algorithm , discrete mathematics , econometrics , statistics , mathematical analysis , physics , quantum mechanics
In this paper we define two new properties—linear observability and L ‐observability—to aid the study of overspecification and unidentifiability in quasi‐linear and non‐linear state space time series. Various equivalence results are proved and illustrated and some general properties of observable and unobservable processes are derived. The results are often proved by using graphical methods (influence diagrams) for manipulating conditional independence statements embedded in the new definitions. © 1997 John Wiley & Sons, Ltd.