State-space estimation using the behavioral approach: a simple particular case

Abstract

In this paper we apply the behavioral estimation theory developed in Ntogramatzidis et al. (2020) to the particular case of state-space systems. We derive new necessary and sufficient conditions for the solvability of the estimation problem in the presence of disturbances, and provide a method to construct an estimator in case the problem is solvable. This is a first step to investigate how our previous results, derived within the more general behavioral context, compare with the results from classical state space theory.