Joint Identifiability of Coefficients of Linear Difference Equations of Object and Additive Disturbances

Resumo

We study the problem of parametric identification of an object described by a system of linear difference equations by a set of observations of solutions provided that there are additive deterministic disturbances in the observations. The disturbances are also described by linear difference equations of a given order with uncertain initial conditions and coefficients. We obtain necessary and sufficient conditions for local co-identifiability of coefficients of the equations of object and disturbances.