On the parsimony principle

DOI10.1080/00207178208932904zbMath0488.93058OpenAlexW2084908533MaRDI QIDQ3950428

Petre Stoica, Torsten Söderström

Publication date: 1982

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178208932904

zbMATH Keywords

least squares methodefficient estimationprediction error methodparsimony principlehierarchical model structure

Mathematics Subject Classification ID

Linear inference, regression (62J99) Estimation and detection in stochastic control theory (93E10) Hierarchical systems (93A13) Identification in stochastic control theory (93E12)

Related Items (2)

Model-structure selection by cross-validation ⋮ An indirect prediction error method for system identification

Cites Work

• Comparison of some instrumental variable methods - consistency and accuracy aspects
• Identification of processes in closed loop-identifiability and accuracy aspects
• A Bayesian comparison of different classes of dynamic models using empirical data
• Convergence analysis of parametric identification methods
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