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The set of observationally equivalent errors-in-variables models. (English) Zbl 0902.93067
Summary: Linear dynamic errors-in-variables (or factor-) models with uncorrelated noise components are considered. We give a description of the set of all noise spectra which are oberservationally equivalent with respect to the second moments of observations.

MSC:
93E12 Identification in stochastic control theory
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