“…The results obtained in our paper can be applied to solving various practical problems related to the parameter identification of mathematical models represented by the discrete-time stochastic LTI systems in state space, based on the output-only measurements data. Examples of such applications include, but are not limited to, the tracking problem of a remotely piloted aircraft [He and Liu, 2023], the problem of the position and velocity tracking of multiple vehicles [Yong et al, 2016], the fault identification and state estimation problem when the system dynamics is afflicted by disturbances or faults [Yong et al, 2014], the heat conduction problem [Gillijns and De Moor, 2007c], the estimation, detection and control problems of the DC and step motor systems [Darouach et al, 2003;Yong et al, 2013;Furtat et al, 2023], parameter estimation problems of discrete-time models of the Van der Pol oscillator [Palanthandalam-Madapusi and Bernstein, 2007], the linearized model of a simplified longitudinal flight control system [Hmida et al, 2010], the spring-mass-damper system [Teymouri et al, 2020].…”