On the identifiability of linear dynamical systems
Consider the situation in which the unknown parameters of a stationary linear system may be parametrized by a set of unknown parameters. The question thus arises of when such a set of parameters can be uniquely identified on the basis of observed data. This problem is considered here both in the case of input and output observations and in the case of output observations in the presence of a white noise input. Conditions for local identifiability are derived for both situations and a sufficient condition for global identifiability is given for the former situation, i.e., when simultaneous input and output observations are available.