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Linear System Identifiability from Distributional and Time Series Data 
Abstract 
We consider identifiability of linear syst … We consider identifiability of linear systems driven by white noise using a combination of distributional and time series measurements. Specifically, we assume that the system has no control inputs available and can only be observed at stationarity. The user is able to measure the full stationary state distribution as well as observe time correlations for small subsets of the state. We formulate theoretical conditions on identifiability of parameters from distributional information alone. We then give a sufficient condition and an effective necessary condition for identifiability using a combination of distributional and time series measurements. We illustrate the ideas with some simple examples as well as a biologically inspired example of a transcription and degradation process. f a transcription and degradation process. +


Authors  Anandh Swaminathan and Richard M. Murray + 
Funding  TheoryBased Engineering of Biomolecular Circuits in Living Cells + 
ID  2015h + 
Source  2016 American Control Conference (ACC) + 
Tag  sm16acc + 
Title  Linear System Identifiability from Distributional and Time Series Data + 
Type  Conference Paper + 
Categories  Papers 
Modification date This property is a special property in this wiki.

16 May 2016 21:57:40 + 
URL This property is a special property in this wiki.

http://www.cds.caltech.edu/~murray/preprints/sm16acc.pdf + 
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