IDENTIFIABILITY IN DYNAMIC ERRORS‐IN‐VARIABLES MODELS

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

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Abstract. This paper is concerned with the identifiability of scalar linear dynamic errors‐in‐variables systems. The analysis is based on second moments only. The set of feasible systems corresponding to given second moments of the observations is described and conditions for identifiability are derived for the case of rational transfer functions.

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Journal of Time Series Analysis

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