DocumentCode
3468796
Title
The realization problem for non-causal systems
Author
Heij, Christiaan
Author_Institution
Dept. of Econometrics, Erasmus Univ., Rotterdam, Netherlands
fYear
1991
fDate
11-13 Dec 1991
Firstpage
9
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1991., Proceedings of the 30th IEEE Conference on
Conference_Location
Brighton
Print_ISBN
0-7803-0450-0
Type
conf
DOI
10.1109/CDC.1991.261239
Filename
261239
Link To Document