Linear dynamic errors-in-variables models. Some structure theory

Abstract

This paper gives a survey of some recent results on problems of identifiability (or, more general, of the relation between the observations and certain system characteristics) for linear dynamic errors-in-variables models. For a large part of the paper the noise components are assumed to be mutually uncorrelated. After the general problem statement, a rather complete analysis of the single-input-single-output case is given. Also the case of three variables and the case where the number of inputs is equal to the number of outputs are discussed in detail. Finally, the use of higher-order cummulant spectra for identifiability is investigated. Show more