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Minimality and identifiability of discrete‐time switched autoregressive exogenous systems
Author(s) -
Petreczky M.,
Bako L.,
Lecoeuche S.,
Motchon K. M. D.
Publication year - 2020
Publication title -
international journal of robust and nonlinear control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.361
H-Index - 106
eISSN - 1099-1239
pISSN - 1049-8923
DOI - 10.1002/rnc.5039
Subject(s) - identifiability , parameterized complexity , autoregressive model , mathematics , discrete time and continuous time , computer science , econometrics , algorithm , statistics
Summary This article studies the problem of minimality and identifiability for switched autoregressive exogenous (SARX) systems. We propose formal definitions of the concepts of identifiability and minimality for SARX models. Based on these formalizations, we derive conditions for minimality and identifiability of SARX systems. In particular, we show that polynomially parameterized SARX systems are generically identifiable.