Linear dynamic errors-in-variables models
- 1 January 1986
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 23 (A) , 23-39
- https://doi.org/10.2307/3214340
Abstract
Linear dynamical systems where both inputs and outputs are contaminated by errors are considered. A characterization of the sets of all observationally equivalent transfer functions is given, the role of the causality assumption is investigated and conditions for identifiability in the case of Gaussian as well as non-Gaussian observations are derived.Keywords
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