A frequency response-based model order selection criterion

DOI10.1109/9.1258zbMath0642.93062OpenAlexW2098454532MaRDI QIDQ3783925

D. Cloud, Basil Kouvaritakis

Publication date: 1988

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.1258

zbMATH Keywords

frequency responsetruncation problemweighting sequence models

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Sampled-data control/observation systems (93C57) Identification in stochastic control theory (93E12)

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