scientific article; zbMATH DE number 4120089

MaRDI QIDQ4733798zbMATH OpenFDO

Authors Mark H. A. Davis, Elder Moreira Hemerly

Publication date 1989

zbMATH Keywords

ARX systemsPredictive Least Squaresrandomly truncated LQG control

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10)

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(4)

• Recursive order estimation of stochastic control systems
• ARX modeling of controlled ARMAX plants and LQ adaptive controllers
• Model selection by sequentially normalized least squares
• Strong consistency of the PLS criterion for order determination of autoregressive processes

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