A Structure Theory for Linear Dynamic Errors-in-Variables Models

DOI10.1137/S0363012994262464MaRDI QIDQ4210206zbMATH OpenFDO

Authors Wolfgang Scherrer, Manfred Deistler

Publication date 21 September 1998

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0363012994262464

zbMATH Keywords

factor analysisidentificationerrors-in-variablesspectral densitiesobservationally equivalent systems

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) System identification (93B30) Realizations from input-output data (93B15)

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• Linear dynamic errors-in-variables models. Some structure theory
• A spectral EM algorithm for dynamic factor models
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