Inversion of linear dynamical systems in the presence of additive noise (Q2655907)

The authors study the inversion of linear dynamical systems in the presence of additive noise. The following linear stationary system is considered. \(\dot{z}=Az+B\xi+Df\); \(w=Cz\), where \(z\in\mathbb R^n\) is the unknown phase vector of the system. \(f(t)\in\mathbb R^q\) are unknown input signals, and \(A,B,C\) and \(D\) are known constant matrices of appropriate sizes. The authors provide necessary and sufficient conditions for the inversion of the systems considered. An inversion algorithm is presented.