Consistent order estimation for linear stochastic feedback control systems (CARMA model) (Q1117191): Difference between revisions
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Revision as of 02:18, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent order estimation for linear stochastic feedback control systems (CARMA model) |
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Consistent order estimation for linear stochastic feedback control systems (CARMA model) (English)
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1989
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A new criterion CIC is introduced to estimate orders \((p_ 0,q_ 0,r_ 0)\) on the linear stochastic feedback control system with correlated noise described by a CARMA model. It is proved that the estimate is strongly consistent when the upper bounds for \(p_ 0\), \(q_ 0\) and \(r_ 0\) are available, but neither the stability condition nor the ergodicity of the input and output are imposed on the system.
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order estimation
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linear stochastic feedback control
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CARMA model
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