IDENTIFICATION OF SCALAR ERRORS-IN-VARIABLES MODELS WITH DYNAMICS.

B. D.O. Anderson*

*Corresponding author for this work

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

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 languageEnglish
Title of host publicationIFAC Proceedings Series
PublisherPergamon Press
Pages1647-1652
Number of pages6
Edition7
ISBN (Print)0080325424
Publication statusPublished - 1985

Publication series

NameIFAC Proceedings Series
Number7
ISSN (Print)0741-1146

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