Recursive order estimation of stochastic control systems

DOI10.1007/BF02088305MaRDI QIDQ3033666zbMATH OpenFDO

Authors Mark H. A. Davis, Elder Moreira Hemerly

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)

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Cites work

• scientific article; zbMATH DE number 3928147 (Why is no real title available?)
• scientific article; zbMATH DE number 4106081 (Why is no real title available?)
• scientific article; zbMATH DE number 3635352 (Why is no real title available?)
• scientific article; zbMATH DE number 4120089 (Why is no real title available?)
• A new look at the statistical model identification
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• Asymptotically Optimal Adaptive Control with Consistent Parameter Estimates
• Consistent estimation of the order of stochastic control systems
• Convergence rate of least-squares identification and adaptive control for stochastic systems†
• Estimating the dimension of a model
• Extended least squares and their applications to adaptive control and prediction in linear systems
• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
• Local Convergence of Martingales and the Law of Large Numbers
• Modeling by shortest data description
• Optimal Adaptive Control and Consistent Parameter Estimates for ARMAX Model with Quadratic Cost
• Order selection for AR models by predictive least squares
• Strong consistency of the PLS criterion for order determination of autoregressive processes
• Will the self-tuning approach work for general cost criteria?

Cited in

(8)

• scientific article; zbMATH DE number 18073 (Why is no real title available?)
• scientific article; zbMATH DE number 4120089 (Why is no real title available?)
• scientific article; zbMATH DE number 4025296 (Why is no real title available?)
• Consistent order estimation for linear stochastic feedback control systems (CARMA model)
• Improved consistent estimation of the order of stochastic control systems
• 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)
• Consistent estimation of the order of stochastic control systems

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