IEEE Transactions on Automatic Control, Vol.41, No.12, 1810-1814, 1996
On THC Identification of Noisy Ma Models
In this paper, tie address the identification problem of p-input q-output MA models corrupted by a white noise with an unknown covariance matrix in the case where p < q. Under certain additional conditions, we show that the generating function of the MA model is identifiable from the autocovariance function of the observation. Some simple algebraic identification procedures are also given.