Identification of noisy systems

DOI10.1070/RM1985V040N04ABEH003609MaRDI QIDQ3748951zbMATH OpenFDO

Authors R. E. Kalman

Publication date 1985

Published in Russian Mathematical Surveys (Search for Journal in Brave)

zbMATH Keywords

uncertaintyleast squaresFrisch problemmodeling observed data

Mathematics Subject Classification ID

General nonlinear regression (62J02) Foundations and philosophical topics in statistics (62A01) Identification in stochastic control theory (93E12)

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• M-matrices as covariance matrices of multinormal distributions
• System identification from noisy measurements of inputs and outputs
• An upper bound on the number of linear relations identified from noisy data by the Frisch scheme

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