Identification of dynamic systems from noisy data: The case m* = n-1

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

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

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.

Original languageEnglish
Title of host publicationProceedings of the IEEE Conference on Decision and Control
PublisherPubl by IEEE
Pages1674-1679
Number of pages6
ISBN (Print)0780304500
Publication statusPublished - 1991
Externally publishedYes
EventProceedings of the 30th IEEE Conference on Decision and Control Part 1 (of 3) - Brighton, Engl
Duration: 11 Dec 199113 Dec 1991

Publication series

NameProceedings of the IEEE Conference on Decision and Control
Volume2
ISSN (Print)0191-2216

Conference

ConferenceProceedings of the 30th IEEE Conference on Decision and Control Part 1 (of 3)
CityBrighton, Engl
Period11/12/9113/12/91

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