Identifiability in Dynamic Errors-in-Variables Models

Anderson, Brian D.O. and Deistler, Manfred (1984) Identifiability in Dynamic Errors-in-Variables Models. Journal of Time Series Analysis, 5 (1), pp. 1-13. https://doi.org/10.1111/j.1467-9892.1984.tb00374.x

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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.

Item Type: Article in Academic Journal
Keywords: Errors‐in‐variables; linear dynamic systems; identifiability;
Date Deposited: 05 Jun 2020 07:16
Last Modified: 19 Sep 2024 08:53
DOI: 10.1111/j.1467-9892.1984.tb00374.x
ISSN: 0143-9782
URI: https://irihs.ihs.ac.at/id/eprint/5353

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