DocumentCode
856080
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
Volume
32
Issue
6
fYear
1987
fDate
6/1/1987 12:00:00 AM
Firstpage
531
Lastpage
535
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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1987.1104656
Filename
1104656
Link To Document