The uniqueness of the transfer function of linear systems from input- output observations

DOI10.1007/BF01915197MaRDI QIDQ760711zbMATH OpenOpenAlexFDO

Authors J. Schrader, Manfred Deistler, Benedikt M. Pötscher

Publication date 1984

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/175946

zbMATH Keywords

estimation of the rational transfer function

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and spectral analysis (62M15) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10)

Review text

Some problems preceding the estimation of the rational transfer function of a linear dynamical system are considered: Fairly general conditions under which these transfer functions are uniquely determined from the second moments of the observed processes and under which the relation between the second moments and the transfer functions is continuous are given. Most of these conditions include the non (asymptotically) stationary as well as the unstable case.

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Cites work

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Cited in

(9)

• The structural identifiability of linear models with autocorrelated errors in the case of cross-equation restrictions
• Empirical methods for determining the stability or instability of certain transfer functions
• Alternative methods in spectral factorization. A modeling and design tool.
• Derivation of effective transfer function models by input, output variables selection.
• scientific article; zbMATH DE number 4139605 (Why is no real title available?)
• scientific article; zbMATH DE number 3991351 (Why is no real title available?)
• Generalized transfer functions and input-output equivalence
• scientific article; zbMATH DE number 3998400 (Why is no real title available?)
• Properties of zero-free transfer function matrices

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