Identification of dynamic errors-in-variables models

被引：25

作者：

Castaldi, P ^{[1
]}

Soverini, U ^{[1
]}

机构：

[1] UNIV BOLOGNA, DIPARTIMENTO ELETTR INFORMAT & SISTEMIST, I-40136 BOLOGNA, ITALY

来源：

AUTOMATICA | 1996年 / 32卷 / 04期

关键词：

system identification; stochastic systems; time-series analysis; spectral factorization; state-space models; discrete systems;

D O I：

10.1016/0005-1098(95)00187-5

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper deals with the identifiability of scalar dynamic errors-in-variables models characterized by rational spectre. The hypothesis of causality for the underlying dynamic system is taken into account. By making use of stochastic realization theory and of the structural properties of state-space representations, it is shown that, under mild assumptions, the model is uniquely identified.

引用

页码：631 / 636

页数：6

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