International Journal of Control, Vol.62, No.6, 1291-1317, 1995
An Inverse Problem of a Linear Dynamic System with Noise
In this paper, we consider an inverse problem for a linear time invariant dynamic system with noise. It is shown that after adjusting the system by shifting the eigenvalues of the system matrix, the disturbance of the system noise can be reduced and the input signal of certain types of the system can be recovered from the discrete observations of the system output.