论文信息 - The frisch scheme in dynamic system identification

The frisch scheme in dynamic system identification

Abstract 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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