Identifiability in Dynamic Errors-in-Variables Models

This paper is concerned with the identifiability of scalar linear dynamic errors‐in‐variables systems. The analysis is based on second moments only. The set of feasible systems corresponding to given second moments of the observations is described and conditions for identifiability are derived for t...

Ausführliche Beschreibung

Bibliographische Detailangaben
Link(s) zu Dokument(en):IHS Publikation
Hauptverfasser: Anderson, Brian D.O., Deistler, Manfred
Format: Article in Academic Journal PeerReviewed
Veröffentlicht: Wiley 1984
Beschreibung
Zusammenfassung:This paper is concerned with the identifiability of scalar linear dynamic errors‐in‐variables systems. The analysis is based on second moments only. The set of feasible systems corresponding to given second moments of the observations is described and conditions for identifiability are derived for the case of rational transfer functions.