On the identification of state-derivative-coupled systems

Abstract

This paper treats one aspect of the identification of state-derivative-coupled systems, such as Mx(t) = Ax(t) + Bu(t)+ w(t) where M ¿ I and M is invertible. This equation can also be written as x(t) = F1x(t) + F2u(t) + w(t). We assume that reduced form parameters (F1,F2) are identifiable and develop a sequence of tests for establishing the identifiability of structural parameters (M, A, B) from (F1,F2). The tests are constructive, in that they can not only be used to ascertain the identifiability of (M, A, B); but, if (M, A, B) are not identifiable, can also indicate corrective actions to be taken so that (M, A, B) are identifiable.