Abstract
From the viewpoint of stochastic inverse problem, identification of transfer functions in feedback systems has been examined by the previous papers[1][2], and applied to EEG analysis[3]. Some transfer functions between measurement regions are identified by our method of inverse problem in a stochastic feedback system. However, there are still open problems of our method for stochastic inverse problem: One problem is that there occurs a chaos-like behavior in matrix Riccati equation and it affects a property of identified innovation model. The other is a filtering effect on transfer functions for pre-processing of high pass filter. These problems are discussed from the viewpoint of statistical inverse problem.
