OBSERVABILITY OF STATES IN NONLINEAR-SYSTEMS

In this paper we define two new properties-linear observability and L- observability-to aid the study of overspecification and unidentifiabil ity in quasi-linear and non-linear state space time series. Various eq uivalence results are proved and illustrated and some general properti es of observable and unobservable processes are derived. The results a re often proved by using graphical methods (influence diagrams) for ma nipulating conditional independence statements embedded in the new def initions. (C) 1997 John Wiley & Sons, Ltd.