ARMA systems excited by non-Gaussian processes are not always identifiable

ARMA systems excited by non-Gaussian processes are not always identifiable

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Article ID: iaor19881285
Country: United States
Volume: 34
Start Page Number: 572
End Page Number: 354
Publication Date: May 1989
Journal: IEEE Transactions On Automatic Control
Authors: ,
Abstract:

It is a popular myth that the zeros of an ARMA process excited by an unobservable non-Gaussian process can be resolved from noisy output measurements. The authors give a counterexample.

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