Stefano Pinzoni

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We discuss identifiability of dynamic SISO errors-in-variables (EIV) models with white measurement errors. Although this class of models turns out to be generically identifiable, it has been pointed out that in certain circumstances there may be two EIV models which are indistinguishable from external input–output experiments. This lack of (global)(More)
In this paper, asymmetric Algebraic Riccati Equations are analyzed. We derive a new parametrization of the set of solutions, which may be viewed as alternative to the classical one based on Lagrangian subspaces of a “pseudo-Hamiltonian” matrix. Generalizing the symmetric case, the proposed parametrization is given in terms of pairs of invariant subspaces of(More)
— The main contribution of this paper is an algorithm to find a minimal stable state-space realization of a linear discrete-time periodic system from a finite window of (normalized) covariances and Markov parameters. This contribution to the stochastic realization problem for periodic systems can be used for the identification of cyclostationary processes.(More)
Contrary to the continuous-time case, a discrete-time process y can be represented by minimal linear models (see (1.1) below), which may either have a non-singular or a singular D matrix. In fact, models with D = 0 have been commonly used in the statistical literature. On the other hand, for models with a singular D matrix the Riccati difference equation of(More)
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