@inproceedings{3ffd5e071ab448dbaad6df691ec50591,
title = "Identification of dynamic systems from noisy data: The case m* = n-1",
abstract = "Linear dynamic errors-in-variables (or factor) models in the framework of stationary processes are considered. The noise process is assumed to have a diagonal spectral density. The relation between the (population) second moments of the observations and the system and noise characteristics is analyzed; of particular interest are the number of equations (or the number of factors) and a description of the set of all systems compatible with the second moments of the observations. Emphasis is placed on the case which can be reduced to a single factor. The problems considered arise in the context of identification and precede estimation.",
author = "Anderson, {B. D.O.} and M. Deistler",
year = "1991",
language = "English",
isbn = "0780304500",
series = "Proceedings of the IEEE Conference on Decision and Control",
publisher = "Publ by IEEE",
pages = "1674--1679",
booktitle = "Proceedings of the IEEE Conference on Decision and Control",
note = "Proceedings of the 30th IEEE Conference on Decision and Control Part 1 (of 3) ; Conference date: 11-12-1991 Through 13-12-1991",
}