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Identification of the maximal number of linear relations from noisy data. (English) Zbl 0877.93131
Summary: The problem of evaluating the maximal number of linear relations compatible with data affected by additive noise is considered in the context of the Frisch scheme. Some new algebraic and geometric properties of the family of solutions in the noise space are derived and applied to determine the maximal corank of the noisy data covariance matrix.

MSC:
93E12 Identification in stochastic control theory
93C05 Linear systems in control theory
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