Identifiability of nonminimum phase linear stochastic systems
John J. Kormylo, Jerry M. Mendel · IEEE Transactions on Automatic Control · 1983
This paper considers the identifiability of time-invariant non-minimum phase systems for the ease of unobserved white Gaussian driving noise and no control input. It is shown that a sufficient condition for identifiability is that the driving noise should have a known time-varying perpetually exciting variance. Simulation results are given which support the theory.