SUMMARY. For a stationary *-mixing stochastic process, the law of iterated logarithm, asymptotic normality and weak convergence to Brownian motion processes

In this paper, a novel framework of system identification is introduced to capture the hybrid features of systems subject to both deterministic unmodeled dynamics and stochastic observation disturbances. Using the concepts of persistent identification, control-oriented system modeling, and stochastic analysis, we investigate the central issues of irreducible identification errors and time compl...