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Nonparametric identification of dynamic models with unobserved state variables

โœ Scribed by Yingyao Hu; Matthew Shum


Book ID
119294258
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
338 KB
Volume
171
Category
Article
ISSN
0304-4076

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This paper deals with the identifiability of scalar dynamic errors-in-variables models characterized by rational spectra. 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-spac