Summary
Some classical schemes in algebraic system identification are first recalled and compared. It is shown that, in most cases, the solution is obtained thanks to additional assumptions which are not deducible from the available data. The identification problem for linear dynamic systems is then solved on the basis of the Frisch scheme, in order to obtain the whole set of models compatible with noisy input-output sequences. The main result here proposed concerns the unicity of the solution when the data are affected by additive white noise.
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© 1989 B. G. Teubner Stuttgart
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Beghelli, S., Guidorzi, R.P., Soverini, U. (1989). Dynamical System Identification from Noisy Data. In: Boffi, V., Neunzert, H. (eds) Proceedings of the Third German-Italian Symposium Applications of Mathematics in Industry and Technology. Vieweg+Teubner Verlag, Wiesbaden. https://doi.org/10.1007/978-3-322-96692-6_20
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DOI: https://doi.org/10.1007/978-3-322-96692-6_20
Publisher Name: Vieweg+Teubner Verlag, Wiesbaden
Print ISBN: 978-3-519-02628-0
Online ISBN: 978-3-322-96692-6
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