Recursive order estimation of stochastic control systems

DOI10.1007/BF02088305zbMATH Open0691.93051MaRDI QIDQ3033666FDOQ3033666

Authors: Mark H. A. Davis, Elder Moreira Hemerly 

Publication date: 1989

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

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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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Cited In (8)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• 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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