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The frisch scheme in dynamic system identification

✍ Scribed by S. Beghelli; R.P. Guidorzi; U. Soverini

Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
601 KB
Volume
26
Category
Article
ISSN
0005-1098

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✦ Synopsis

The use of the Frisch scheme in the identification of linear dynamic systems is investigated in order to describe the whole family of models that can explain given input-output noisy sequences. Unlike the algebraic case, it is shown that, in general, only a single model is compatible with the data. These results are first proposed for single-input single-output systems and then generalized to the multivariable case.

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