Recursive order estimation of stochastic control systems

DOI10.1007/BF02088305zbMath0691.93051MaRDI QIDQ3033666

Mark H. A. Davis, Elder Moreira Hemerly

Publication date: 1989

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

zbMATH Keywords

optimal costorder estimationmultidimensional ARX systemspredictive least squares criterion

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Related Items

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)

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