Observability of States in Non-Linear Systems

In this paper we define two new properties—linear observability and L-observability—to aid the study of overspecification and unidentifiability in quasi-linear and non-linear state space time series. Various equivalence results are proved and illustrated and some general properties of observable and unobservable processes are derived. The results are often proved by using graphical methods (influence diagrams) for manipulating conditional independence statements embedded in the new definitions. © 1997 John Wiley & Sons, Ltd.