Destler, M.

model system factor process noise behaviour factor models factor model complexity complexity m unit circle representation spectrum state noise process polynomial input assumption 1=2 proposition function matrix m inputs isometric analysis square result number ^ ^ proof variable identi series b 2 b condition cation theorem scheme k su ciently circle behaviour b n states time series system identi cation factor scheme projection uniform norm section space component model transfer component orthogonality eigenvalue orthogonal proposition 22 identi cation modelling rank m sequence well-de ned property uniform sense squares norm order consistency 0 k 1 error n 0 n image paper k 1=2 k b 2 bm n n 0 transfer function g fb 0 g behavioural class factor schemes