Consistent order estimation for linear stochastic feedback control systems (CARMA model) (Q1117191)

A new criterion CIC is introduced to estimate orders \((p_ 0,q_ 0,r_ 0)\) on the linear stochastic feedback control system with correlated noise described by a CARMA model. It is proved that the estimate is strongly consistent when the upper bounds for \(p_ 0\), \(q_ 0\) and \(r_ 0\) are available, but neither the stability condition nor the ergodicity of the input and output are imposed on the system.