Abstract:In this paper, single input-double output (SIDO) linear time-invariant (LTI) systems are studied. Both components of system's impulse response function (IRF) are supposed to be real-valued and L2-integrable. One component is unknown while the second one is controlled. The problem is to estimate the unknown component after observations of the other component. For this purpose, we apply cross-correlating of the outputs given that the input is a standard Wiener process on R. Weak asymptotic normality of appropria… Show more
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