Identification of dynamic errors-in-variables models (Q1915044)
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scientific article; zbMATH DE number 885875
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| English | Identification of dynamic errors-in-variables models |
scientific article; zbMATH DE number 885875 |
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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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0.9246301054954528
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0.8752065896987915
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0.8592877984046936
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0.8524904251098633
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0.847455620765686
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