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

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dc.contributor.authorAnderson, B. D.O.en
dc.contributor.authorDeistler, M.en
dc.date.accessioned2026-01-02T20:41:39Z
dc.date.available2026-01-02T20:41:39Z
dc.date.issued1991en
dc.description.abstractLinear 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.en
dc.description.statusPeer-revieweden
dc.format.extent6en
dc.identifier.isbn0780304500en
dc.identifier.issn0191-2216en
dc.identifier.otherORCID:/0000-0002-1493-4774/work/174739921en
dc.identifier.scopus0026401544en
dc.identifier.urihttps://hdl.handle.net/1885/733803065
dc.language.isoenen
dc.publisherPubl by IEEEen
dc.relation.ispartofProceedings of the IEEE Conference on Decision and Controlen
dc.relation.ispartofseriesProceedings of the 30th IEEE Conference on Decision and Control Part 1 (of 3)en
dc.relation.ispartofseriesProceedings of the IEEE Conference on Decision and Controlen
dc.titleIdentification of dynamic systems from noisy data: The case m* = n-1en
dc.typeConference paperen
dspace.entity.typePublicationen
local.bibliographicCitation.lastpage1679en
local.bibliographicCitation.startpage1674en
local.contributor.affiliationAnderson, B. D.O.; Dept of Syst Eng, Australian Naten
local.contributor.affiliationDeistler, M.; University of Canberraen
local.identifier.pure3ffd5e07-1ab4-48db-aad6-df691ec50591en
local.identifier.urlhttps://www.scopus.com/pages/publications/0026401544en
local.type.statusPublisheden

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