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Technical Report 82


Consider the system identification problem [see pdf for notation] [see pdf for notation] where u(t) and y(t) are given discretely on the interval [see pdf for notation] and we wish to determine information about the unknown constant matrices A, B, and C. Many techniques are available for approaching this problem. Several of these methods lead to what is known as the moment problem, [1]-[6]. This paper pertains to the moment problem which will now be introduced.


Mathematics | Physical Sciences and Mathematics

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Mathematics Commons



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