Identification of dynamic systems from noisy data: Single factor case

DOI10.1007/BF01213467MaRDI QIDQ1802198zbMATH OpenOpenAlexFDO

Authors Brian D. O. Anderson, Manfred Deistler

Publication date 17 August 1993

Published in MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01213467

zbMATH Keywords

diagonal spectral densitylinear dynamic errors-in-variablesnoise modeling

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

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• IDENTIFIABILITY IN DYNAMIC ERRORS-IN-VARIABLES MODELS
• Linear dynamic errors-in-variables models. Some structure theory
• The rank of reduced dispersion matrices

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• Simultaneous Identification and Denoising of Dynamical Systems
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