Identification of dynamic errors-in-variables models (Q1915044): Difference between revisions
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Revision as of 21:50, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification of dynamic errors-in-variables models |
scientific article |
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Identification of dynamic errors-in-variables models (English)
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12 January 1997
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From the conclusion: ``The problem of identifying a causal linear dynamic system excited by a stationary zero-mean noise with unknown rational spectrum is considered for the case when the input-output measurements are corrupted by additive and uncorrelated noises of unknown rational spectra.'' The authors show that under mild conditions, the model is uniquely identified. This paper is closely related to [\textit{B. D. O. Anderson} and \textit{M. Deistler}, J. Time Series Anal. 5, 1-13 (1984; Zbl 0536.93064)].
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system identification
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stochastic systems
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time-series
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spectral factorization
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state-space
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discrete
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linear
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