Consistent estimation of the order of stochastic control systems

DOI10.1109/TAC.1987.1104656MaRDI QIDQ4724532zbMATH OpenOpenAlexFDO

Authors Hanfu Chen, Lei Guo

Publication date 1987

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

Full work available at URL https://doi.org/10.1109/tac.1987.1104656

zbMATH Keywords

Bayesian information criterionconsistent estimateleast-squares methodorder of feedback control systems

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Measures of information, entropy (94A17)

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