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Exact estimability of the transfer functions of linear systems |
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| Authors: | Manfred Deistler Jürgen Schrader |
| Institution: | 1. Institut für Gesellschafts-und Wirtschaftswissenschaften , Statistische Abteilung, Uni-versit?t Bonn , Lennéstr. 37, Bonn, D-53, BRD;2. Institut für Okonometrie und Operations Research , Universit?t Bonn , Adenauerallee 24-42, Bonn, D-53, BRD |
| Abstract: | In this paper we show the exact estimability of the transfer functions of linear stochastic systems under two sets of conditions.The main point is to demonstrate the measurability of the “identifying” function.The estimability od the transfer functions is not only of interest for its own but also for the estimability of the system parameters. |
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