Abstract
A new criterion CIC is introduced to estimate orders ( p 0, q 0, r 0) of the linear stochastic feedback control system with correlated noise described by a CARMA model. It is proved that the estimate is strongly consistent when the upper bounds for p 0, q 0 and r 0 are available, but neither the stability condition nor the ergodicity of the input and output are imposed on the system.
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