Title :
The realization problem for non-causal systems
Author :
Heij, Christiaan
Author_Institution :
Dept. of Econometrics, Erasmus Univ., Rotterdam, Netherlands
Abstract :
The author models an observed impulse response by means of a finite-dimensional linear time invariant system. The results generalize classical realization theory, as determination of initial conditions is part of the modeling problem, and the systems may be noncausal and need not be controllable. Identifiability conditions are expressed in terms of minimal state space realizations
Keywords :
identification; linear systems; multidimensional systems; state-space methods; classical realization theory; finite-dimensional linear time invariant system; identifiability conditions; minimal state space realizations; noncausal systems; observed impulse response; realization problem; Control systems; Econometrics; Input variables; Kalman filters; Parameter estimation; State-space methods; System identification; Time invariant systems;
Conference_Titel :
Decision and Control, 1991., Proceedings of the 30th IEEE Conference on
Conference_Location :
Brighton
Print_ISBN :
0-7803-0450-0
DOI :
10.1109/CDC.1991.261239
