Identification of dynamic systems from noisy data: Single factor case

DOI10.1007/BF01213467zbMath0780.93090OpenAlexW2067888625MaRDI QIDQ1802198

Brian D. O. Anderson, Manfred Deistler

Publication date: 17 August 1993

Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01213467

zbMATH Keywords

diagonal spectral densitylinear dynamic errors-in-variablesnoise modeling

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

Cites Work

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• Linear dynamic errors-in-variables models. Some structure theory
• From time series to linear system. I: Finite dimensional linear time invariant systems
• Dynamic errors-in-variables systems with three variables
• The rank of reduced dispersion matrices
• IDENTIFIABILITY IN DYNAMIC ERRORS-IN-VARIABLES MODELS

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