Linear dynamic errors-in-variables models

1986 ◽  
Vol 23 (A) ◽  
pp. 23-39 ◽  
Author(s):  
M. Deistler
Keyword(s):  
Dynamical Systems ◽  
Transfer Functions ◽  
Errors In Variables ◽  
Linear Dynamical Systems ◽  
Linear Dynamic ◽  
Dynamic Errors ◽  
Non Gaussian ◽  
Inputs And Outputs

Linear dynamical systems where both inputs and outputs are contaminated by errors are considered. A characterization of the sets of all observationally equivalent transfer functions is given, the role of the causality assumption is investigated and conditions for identifiability in the case of Gaussian as well as non-Gaussian observations are derived.

Linear dynamic errors-in-variables models

1986 ◽  
Vol 23 (A) ◽  
pp. 23-39 ◽  
Author(s):  
M. Deistler
Keyword(s):  
Dynamical Systems ◽  
Transfer Functions ◽  
Errors In Variables ◽  
Linear Dynamical Systems ◽  
Linear Dynamic ◽  
Dynamic Errors ◽  
Non Gaussian ◽  
Inputs And Outputs

Linear dynamical systems where both inputs and outputs are contaminated by errors are considered. A characterization of the sets of all observationally equivalent transfer functions is given, the role of the causality assumption is investigated and conditions for identifiability in the case of Gaussian as well as non-Gaussian observations are derived.

Numerical characterization of nonlinear dynamical systems using parallel computing: The role of GPUs approach

2016 ◽  
Vol 37 ◽  
pp. 143-162 ◽  
Author(s):  
Filipe I. Fazanaro ◽  
Diogo C. Soriano ◽  
Ricardo Suyama ◽  
Marconi K. Madrid ◽  
José Raimundo de Oliveira ◽  
...  
Keyword(s):  
Parallel Computing ◽  
Dynamical Systems ◽  
Nonlinear Dynamical Systems ◽  
Nonlinear Dynamical ◽  
Numerical Characterization

RECURSIVE ALGORITHM FOR ESTIMATING THE PARAMETERS OF MULTIDIMENSIONAL DISCRETE LINEAR DYNAMIC SYSTEMS OF DIFFERENT ORDERS WITH ERRORS ON THE INPUT

2018 ◽  
pp. 707-716
Author(s):  
Ilya L’vovich Sandler
Keyword(s):  
Dynamical Systems ◽  
Dynamic Systems ◽  
Quadratic Forms ◽  
Recursive Algorithm ◽  
Gradient Algorithm ◽  
Linear Dynamical Systems ◽  
Recurrent Algorithm ◽  
Linear Dynamic Systems ◽  
Stochastic Gradient Algorithm ◽  
Linear Dynamic

The paper presents a recurrent algorithm for estimating the parameters of multidimensional discrete linear dynamical systems of different orders with input errors, described by white noise. It is proved that the obtained estimates using stochastic gradient algorithm for minimization of quadratic forms are highly consistent

Linear dynamic errors-in-variables models

1989 ◽  
Vol 41 (1) ◽  
pp. 39-63 ◽  
Author(s):  
M. Deistler ◽  
B.D.O. Anderson
Keyword(s):  
Errors In Variables ◽  
Linear Dynamic ◽  
Dynamic Errors
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