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Consistent estimation of the order of stochastic control systems. (English) Zbl 0615.93071
A consistent estimate of the order of feedback control systems with unknown matrix coefficients estimated by the least-squares method is derived by minimizing a modified version of the Bayesian information criterion.
Reviewer: Reviewer (Berlin)

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