Identification of scalar errors-in-variables models with dynamics

Brian D.O. Anderson

doi:10.1016/0005-1098(85)90044-5

Identification of scalar errors-in-variables models with dynamics

Brian D.O. Anderson^*

^*Corresponding author for this work

School of Engineering

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

73 Citations (Scopus)

Abstract

The paper considers the task of identifying a causal linear dynamic system excited by stationary Gaussian zero mean noise of unknown spectrum, and given measurements of the system input and output contaminated by independent additive stationary noise signals of unknown spectra. While the solution is normally not unique, finite-dimensional parameterizations of the solution set are given (in some cases involving just one parameter), even though the various spectra may not be rational.

Original language	English
Pages (from-to)	709-716
Number of pages	8
Journal	Automatica
Volume	21
Issue number	6
DOIs	https://doi.org/10.1016/0005-1098(85)90044-5
Publication status	Published - Nov 1985

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10.1016/0005-1098(85)90044-5

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title = "Identification of scalar errors-in-variables models with dynamics",

abstract = "The paper considers the task of identifying a causal linear dynamic system excited by stationary Gaussian zero mean noise of unknown spectrum, and given measurements of the system input and output contaminated by independent additive stationary noise signals of unknown spectra. While the solution is normally not unique, finite-dimensional parameterizations of the solution set are given (in some cases involving just one parameter), even though the various spectra may not be rational.",

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author = "Anderson, {Brian D.O.}",

year = "1985",

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AU - Anderson, Brian D.O.

PY - 1985/11

Y1 - 1985/11

N2 - The paper considers the task of identifying a causal linear dynamic system excited by stationary Gaussian zero mean noise of unknown spectrum, and given measurements of the system input and output contaminated by independent additive stationary noise signals of unknown spectra. While the solution is normally not unique, finite-dimensional parameterizations of the solution set are given (in some cases involving just one parameter), even though the various spectra may not be rational.

AB - The paper considers the task of identifying a causal linear dynamic system excited by stationary Gaussian zero mean noise of unknown spectrum, and given measurements of the system input and output contaminated by independent additive stationary noise signals of unknown spectra. While the solution is normally not unique, finite-dimensional parameterizations of the solution set are given (in some cases involving just one parameter), even though the various spectra may not be rational.

KW - errors-in-variables

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U2 - 10.1016/0005-1098(85)90044-5

DO - 10.1016/0005-1098(85)90044-5

M3 - Article

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SN - 0005-1098

VL - 21

SP - 709

EP - 716

JO - Automatica

JF - Automatica

IS - 6

ER -

Identification of scalar errors-in-variables models with dynamics

Abstract

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