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

DOI10.1016/0005-1098(89)90131-3zbMath0666.93112OpenAlexW1985787320MaRDI QIDQ1117191

Ji-Feng Zhang, Chen, Hanfu, Lei Guo

Publication date: 1989

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(89)90131-3

zbMATH Keywords

order estimationCARMA modellinear stochastic feedback control

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

Related Items (5)

Consistent order selection for ARFIMA processes ⋮ Nonstationary time series identification ⋮ Distributed Order Estimation of ARX Model under Cooperative Excitation Condition ⋮ Strongly consistent estimation of the order of stochastic control systems (CARMA model) ⋮ On-line order estimation and parameter identification for linear stochastic feedback control systems (CARMA model)

Cites Work

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• Recursive estimation of mixed autoregressive-moving average order
• Consistent estimation of the order of stochastic control systems
• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems

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