论文信息 - Consistent order estimation for linear stochastic feedback control systems (CARMA model)

Consistent order estimation for linear stochastic feedback control systems (CARMA model)

A new criterion CIC is introduced to estimate orders (p0, q0, r0) of 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 p0, q0 and r0 are available, but neither the stability condition nor the ergodicity of the input and output are imposed on the system.

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