Identification of dynamic errors-in-variables models
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)].
scientific article; zbMATH DE number 885875