Mathematical systems theory

, Volume 22, Issue 1, pp 323–346 | Cite as

Recursive order estimation of stochastic control systems

  • E. M. Hemerly
  • M. H. A. Davis


The predictive least squares criterion for order estimation is combined with an adaptive control strategy minimizing a quadratic cost and applied to multidimensional ARX systems. It is then shown that this combination enables us to estimate, recursively and in a strongly consistent way, both the order and the coefficients of the controlled system, while achieving asymptotically optimal cost.


Control System Computational Mathematic Adaptive Control Order Estimation Optimal Cost 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer-Verlag New York Inc 1989

Authors and Affiliations

  • E. M. Hemerly
    • 1
  • M. H. A. Davis
    • 1
  1. 1.Department of Electrical EngineeringImperial CollegeLondonEngland

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