Strongly consistent estimation of the order of stochastic control systems (CARMA model)

DOI10.1016/0022-247X(92)90307-YzbMath0757.93085MaRDI QIDQ1191801

Marcelo Dutra Fragoso, Elder Moreira Hemerly

Publication date: 27 September 1992

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

predictive least squares; multidimensional CARMA systems

Mathematics Subject Classification ID

93E24: Least squares and related methods for stochastic control systems

93E03: Stochastic systems in control theory (general)

Related Items

Will the PLS criterion for order estimation work with AML and a posteriori prediction error?

Cites Work

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