Consistent order estimation for linear stochastic feedback control systems (CARMA model) (Q1117191): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:16, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent order estimation for linear stochastic feedback control systems (CARMA model) |
scientific article |
Statements
Consistent order estimation for linear stochastic feedback control systems (CARMA model) (English)
0 references
1989
0 references
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.
0 references
order estimation
0 references
linear stochastic feedback control
0 references
CARMA model
0 references
