Identifiability in dynamic errors-in-variables models
Identifiability in dynamic errors-in-variables models
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.
- Australian National University Australia
- University of Technology Russian Federation
- TU Wien Austria
- Institut für Höhere Studien, Wien - Institute for Advanced Studies, Vienna Austria
second-order moments, Identification in stochastic control theory, errors-in-variable systems, linear dynamic systems, identifiability, Time series, auto-correlation, regression, etc. in statistics (GARCH), Discrete-time control/observation systems, Linear systems in control theory, Errors‐in‐variables
second-order moments, Identification in stochastic control theory, errors-in-variable systems, linear dynamic systems, identifiability, Time series, auto-correlation, regression, etc. in statistics (GARCH), Discrete-time control/observation systems, Linear systems in control theory, Errors‐in‐variables
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