Abstract
In this paper a variant of the PLS(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 quadratic cost.
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© 1991 Springer Science+Business Media New York
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Hemerly, E.M., Fragoso, M.D. (1991). Strongly Consistent Estimation of the Order of Stochastic Control Systems with Correlated Noise. In: New Trends in Systems Theory. Progress in Systems and Control Theory, vol 7. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-0439-8_46
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DOI: https://doi.org/10.1007/978-1-4612-0439-8_46
Publisher Name: Birkhäuser, Boston, MA
Print ISBN: 978-1-4612-6760-7
Online ISBN: 978-1-4612-0439-8
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