An upper bound on the number of linear relations identified from noisy data by the Frisch scheme

DOI10.1016/0167-6911(94)00005-GMaRDI QIDQ673885zbMATH OpenFDO

Authors Keith G. Woodgate

Publication date 28 February 1997

Published in Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

Schur complementsSystem identificationFrisch schemeLinear algebraPositive semi-definite matrices

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

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Cites work

• scientific article; zbMATH DE number 65815 (Why is no real title available?)
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• scientific article; zbMATH DE number 3017040 (Why is no real title available?)
• Conditions for Positive and Nonnegative Definiteness in Terms of Pseudoinverses
• Identification of noisy systems
• Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis
• The Frisch scheme in dynamic system identification
• What are Schur complements, anyway?

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(5)

• Identification of static errors-in-variables models: The rank reducibility problem
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• scientific article; zbMATH DE number 37094 (Why is no real title available?)
• Identification of the maximal number of linear relations from noisy data
• Linear models based on noisy data and the Frisch scheme

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