Automatica, Vol.32, No.4, 631-636, 1996
Identification of Dynamic Errors-in-Variables Models
This paper deals with the identifiability of scalar dynamic errors-in-variables models characterized by rational spectre. 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-space representations, it is shown that, under mild assumptions, the model is uniquely identified.