Title :
Consistent estimation of the order of stochastic control systems
Author :
Chen, Han-Fu ; Guo, Lei
Author_Institution :
Institute of Systems Science, Academia Sinica, Beijing, China
fDate :
6/1/1987 12:00:00 AM
Abstract :
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.
Keywords :
Bayes procedures; Least-squares methods; Linear uncertain systems; System identification, linear systems; Transfer function matrices; Uncertain systems, linear; Control systems; Frequency conversion; H infinity control; Linear algebra; Reduced order systems; Robust control; State-space methods; Stochastic processes; Stochastic systems; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1987.1104656
