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

DOI10.1016/0167-6911(94)00005-GzbMath0877.93130MaRDI QIDQ673885

Keith G. Woodgate

Publication date: 28 February 1997

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

zbMATH Keywords

Linear algebraSchur complementsSystem identificationFrisch schemePositive semi-definite matrices

Mathematics Subject Classification ID

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

Related Items (4)

Unnamed Item ⋮ Identification of the maximal number of linear relations from noisy data ⋮ Identification of static errors-in-variables models: The rank reducibility problem ⋮ Linear Models Based on Noisy Data and the Frisch Scheme

Cites Work

• The Frisch scheme in dynamic system identification
• Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis
• What are Schur complements, anyway?
• Identification of noisy systems
• Conditions for Positive and Nonnegative Definiteness in Terms of Pseudoinverses
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• Unnamed Item

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