Identification of dynamic errors-in-variables models
type: Item
instance of: scholarly article
title: Identification of dynamic errors-in-variables models
zbMATH Open document ID: 0853.93099
DOI: 10.1016/0005-1098(95)00187-5
author: Umberto Soverini
author: Paolo Castaldi
published in: Automatica
publication date: 1997-01-12T00:00:00Z
review text: From the conclusion: ``The problem of identifying a causal linear dynamic system excited by a stationary zero-mean noise with unknown rational spectrum is considered for the case when the input-output measurements are corrupted by additive and uncorrelated noises of unknown rational spectra.'' The authors show that under mild conditions, the model is uniquely identified. This paper is closely related to [\textit{B. D. O. Anderson} and \textit{M. Deistler}, J. Time Series Anal. 5, 1-13 (1984; Zbl 0536.93064)].
Mathematics Subject Classification ID: 93E12
Mathematics Subject Classification ID: 93C55
zbMATH DE Number: 885875
zbMATH Keywords: system identification
zbMATH Keywords: stochastic systems
zbMATH Keywords: time-series
zbMATH Keywords: spectral factorization
zbMATH Keywords: state-space
zbMATH Keywords: discrete
zbMATH Keywords: linear
reviewed by: Johannes W. Nieuwenhuis
MaRDI profile type: Publication
full work available at URL: 0005-1098(95)00187-5
OpenAlex ID: W2083656691
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description: scientific article; zbMATH DE number 885875