Consistent order estimation for linear stochastic feedback control systems (CARMA model)
type: Item
instance of: scholarly article
title: Consistent order estimation for linear stochastic feedback control systems (CARMA model)
zbMATH Open document ID: 0666.93112
DOI: 10.1016/0005-1098(89)90131-3
published in: Automatica
publication date: 1989-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 93C05
Mathematics Subject Classification ID: 93C55
Mathematics Subject Classification ID: 93C40
zbMATH DE Number: 4091375
zbMATH Keywords: order estimation
zbMATH Keywords: linear stochastic feedback control
zbMATH Keywords: CARMA model
author: Lei Guo
author: Hanfu Chen
author: Jifeng Zhang
MaRDI profile type: Publication
full work available at URL: 0005-1098(89)90131-3
OpenAlex ID: W1985787320
cites work: Fitting autoregressive models for prediction
cites work: Q4170056
cites work: Convergence rate of least-squares identification and adaptive control for stochastic systems†
cites work: Q3753907
cites work: Optimal Adaptive Control and Consistent Parameter Estimates for ARMAX Model with Quadratic Cost
cites work: Consistent estimation of the order of stochastic control systems
cites work: A method for autoregressive-moving average estimation
cites work: Q4195812
cites work: Recursive estimation of mixed autoregressive-moving average order
cites work: Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
Recommended article: Strongly consistent estimation of the order of stochastic control systems (CARMA model)
Recommended article: On-line order estimation and parameter identification for linear stochastic feedback control systems (CARMA model)
Recommended article: Consistent estimation of the order of stochastic control systems
Recommended article: Improved consistent estimation of the order of stochastic control systems
Recommended article: Q3975429
Recommended article: Recursive order estimation of stochastic control systems
Recommended article: Q3338019
Recommended article: The Carleman Approximation Approach to Solve a Stochastic Nonlinear Control Problem
Recommended article: Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency
description: scientific article; zbMATH DE number 4091375