TY - JOUR
T1 - The identification of errors-in-variables models with dynamics .
AU - Green, Michael
AU - Anderson, Brian D.O.
PY - 1985
Y1 - 1985
N2 - The authors consider the task of identifying a causal, linear, dynamic, multivariable system excited by stationary, zero-mean noise of unknown spectrum, and given measurements of the system inputs and outputs contaminated by independent, additive noise also of unknown spectra. Although the solution is in general not unique, finite-dimensional parameterizations of the solution set are given, even though the various spectra may not be rational.
AB - The authors consider the task of identifying a causal, linear, dynamic, multivariable system excited by stationary, zero-mean noise of unknown spectrum, and given measurements of the system inputs and outputs contaminated by independent, additive noise also of unknown spectra. Although the solution is in general not unique, finite-dimensional parameterizations of the solution set are given, even though the various spectra may not be rational.
UR - http://www.scopus.com/inward/record.url?scp=0022291845&partnerID=8YFLogxK
U2 - 10.1109/cdc.1985.268812
DO - 10.1109/cdc.1985.268812
M3 - Conference article
AN - SCOPUS:0022291845
SN - 0191-2216
SP - 214
EP - 218
JO - Proceedings of the IEEE Conference on Decision and Control
JF - Proceedings of the IEEE Conference on Decision and Control
ER -