Recursive order estimation of stochastic control systems

DOI10.1007/BF02088305zbMATH Open0691.93051MaRDI QIDQ3033666FDOQ3033666

Elder Moreira Hemerly, Mark H. A. Davis

Publication date: 1989

Published in: Mathematical Systems Theory (Search for Journal in Brave)

zbMATH Keywords

order estimationoptimal costmultidimensional ARX systemspredictive least squares criterion

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cites Work

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• Strong consistency of the PLS criterion for order determination of autoregressive processes
• Will the self-tuning approach work for general cost criteria?
• Consistent estimation of the order of stochastic control systems

Cited In (3)

• Consistent order estimation for linear stochastic feedback control systems (CARMA model)
• Will the PLS criterion for order estimation work with AML and a posteriori prediction error?
• Strongly consistent estimation of the order of stochastic control systems (CARMA model)

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