Strong consistency of ML estimators using partial fraction and elementary subsystem representation of multivariable systems

DOI10.1109/TAC.1987.1104465zbMath0634.93072MaRDI QIDQ3773803

Bokor, József, Sandor M. Veres, László Keviczky

Publication date: 1987

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

Hankel matrixstructure estimationorder identificationML estimatesmultivariable ARMA systems

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Foundations and philosophical topics in statistics (62A01) Multivariable systems, multidimensional control systems (93C35) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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