Consistent estimation of system order

DOI10.1109/TAC.1979.1102041MaRDI QIDQ4196320zbMATH OpenFDO

Authors Terrence L. Fine, W. G. Hwang

Publication date 1979

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.1979.1102041

zbMATH Keywords

Consistent EstimateGaussian Time SeriesHypothesis TestingSystem Order Estimation

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cited in

(5)

• Maximum likelihood and prediction error methods
• Estimation of pulse heights and arrival times
• Estimating the dimension of a linear system
• Model-structure selection by cross-validation
• Instrumental product moment model-order testing: extensions and application

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