Modeling of instrumental errors and external actions in navigation problems (Q803093)

A linear discrete-time system with unknown initial state is considered. The inputs (external actions) of the system and its output (measurements) as well are supposed to be generated by another linear system with unknown matrix parameters. It is shown in the paper that the identification of the unknown matrices on the basis of available measurements can be reduced to the realization problem for which solution algorithms are well known (e.g. Kalman and Ho's algorithm).