Consistent estimation of the order of stochastic control systems

DOI10.1109/TAC.1987.1104656zbMath0615.93071OpenAlexW2131331784MaRDI QIDQ4724532

Chen, Hanfu, Lei Guo

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1109/tac.1987.1104656

zbMATH Keywords

least-squares methodBayesian information criterionconsistent estimateorder of feedback control systems

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Measures of information, entropy (94A17)

Related Items (11)

On-line structure detection and parameter estimation with exponential windowing for nonlinear systems ⋮ Nonstationary time series identification ⋮ Consistent order estimation for linear stochastic feedback control systems (CARMA model) ⋮ Distributed Order Estimation of ARX Model under Cooperative Excitation Condition ⋮ Online sparse identification for regression models ⋮ Multi-task sparse identification for closed-loop systems with general observation sequences ⋮ Local variable selection of nonlinear nonparametric systems by first order expansion ⋮ Strongly consistent estimation of the order of stochastic control systems (CARMA model) ⋮ Recursive order estimation of stochastic control systems ⋮ Kernel-based local order estimation of nonlinear nonparametric systems ⋮ On-line order estimation and parameter identification for linear stochastic feedback control systems (CARMA model)

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