The uniqueness of the transfer function of linear systems from input- output observations (Q760711): Difference between revisions

Some problems preceding the estimation of the rational transfer function of a linear dynamical system are considered: Fairly general conditions under which these transfer functions are uniquely determined from the second moments of the observed processes and under which the relation between the second moments and the transfer functions is continuous are given. Most of these conditions include the non (asymptotically) stationary as well as the unstable case.