System Identifiability and Structure Identification: Input and Output Variables Selection Based on Consistent Measures of Dependence

Abstract

This paper analyses the measures of dependence and properties needed to solve problems of identifiability as well as structure identification of systems – input and output variables selection, and constructive approach corresponding to these problems. The approach is based on applying consistent measures of both bivariate and multivariate dependence of random values and vectors; and enables constructing quantitative indexes to select system input and output variables.