IDENTIFIABILITY IN DYNAMIC ERRORS‐IN‐VARIABLES MODELS

B. D.O. Anderson; M. Deistler

doi:10.1111/j.1467-9892.1984.tb00374.x

IDENTIFIABILITY IN DYNAMIC ERRORS‐IN‐VARIABLES MODELS

B. D.O. Anderson^*, M. Deistler

^*Corresponding author for this work

School of Engineering

Research output: Contribution to journal › Article › peer-review

100 Citations (Scopus)

Abstract

Abstract. 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.

Original language	English
Pages (from-to)	1-13
Number of pages	13
Journal	Journal of Time Series Analysis
Volume	5
Issue number	1
DOIs	https://doi.org/10.1111/j.1467-9892.1984.tb00374.x
Publication status	Published - Jan 1984

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title = "IDENTIFIABILITY IN DYNAMIC ERRORS‐IN‐VARIABLES MODELS",

abstract = "Abstract. 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.",

keywords = "Errors‐in‐variables, identifiability, linear dynamic systems",

author = "Anderson, {B. D.O.} and M. Deistler",

year = "1984",

month = jan,

doi = "10.1111/j.1467-9892.1984.tb00374.x",

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AU - Anderson, B. D.O.

AU - Deistler, M.

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N2 - Abstract. 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.

AB - Abstract. 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.

KW - Errors‐in‐variables

KW - identifiability

KW - linear dynamic systems

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U2 - 10.1111/j.1467-9892.1984.tb00374.x

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EP - 13

JO - Journal of Time Series Analysis

JF - Journal of Time Series Analysis

IS - 1

ER -

IDENTIFIABILITY IN DYNAMIC ERRORS‐IN‐VARIABLES MODELS

Abstract

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