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


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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.

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A. Lomov

Sobolev Institute of Mathematics SB RAS; Novosibirsk State University

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Email: lomov@math.nsc.ru
俄罗斯联邦, 4, pr. Akad. Koptyuga, Novosibirsk, 630090; 2, ul. Pirogova, Novosibirsk, 630090

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