STRONGLY CONSISTENT ESTIMATION OF THE ORDER OF STOCHASTIC-CONTROL SYSTEMS (CARMA MODEL)

被引：0

作者：

HEMERLY, EM ^{[1
]}

FRAGOSO, MD ^{[1
]}

机构：

[1] CTR NACL PESQUISA,NACL COMP CIENTIF LAB,DEPT PESQUISA & DESENVOLVIMENTO,BR-22290 RIO DE JANEIRO,BRAZIL

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 1992年 / 166卷 / 02期

关键词：

D O I：

10.1016/0022-247X(92)90307-Y

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper a variant of the PLC(Predictive Least Squares) criterion for order estimation is combined with an adaptive control strategy and applied to multidimensional CARMA systems. It is shown that with this combination we can estimate, recursively and in a strongly consistent way, both the order and coefficients of the controlled system, while achieving asymptotically optimal cost. © 1992.

引用

页码：404 / 427

页数：24

共 17 条

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