随机系统阶的强一致估计的讨论

DISCUSSION ON THE CONSISTENT ESTIMATION OF STOCHASTIC SYSTEMS

本文在文献[1]的基础上,考虑了当B_(a_0)或A_(p_0)非行满秩时的CAR模型的阶估计问题,给山了阶的强一致估计的一些结果,特别包括了输入维数少于输出维数的情形。

Based on the paper, an order estimation problem is considered forthe CAR models, when B_0 or A_0 is not of row-Full rank, and some results about consistents estimation of the order is given, especially the situ-ation of l<m is included.