A robust recursive technique for pole-zero system model order estimation

DOI<link itemprop=identifier href="https://doi.org/10.1002/1097-007X(200007/08)28:4<421::AID-CTA112>3.0.CO;2-W" /><421::AID-CTA112>3.0.CO;2-W 10.1002/1097-007X(200007/08)28:4<421::AID-CTA112>3.0.CO;2-WzbMath1031.93151OpenAlexW2070557640MaRDI QIDQ4506262

Adnan M. Al-Smadi

Publication date: 4 March 2004

Full work available at URL: https://doi.org/10.1002/1097-007x(200007/08)28:4<421::aid-cta112>3.0.co;2-w

zbMATH Keywords

covariance matrixARMAmodel order selection

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Related Items (2)

A new coefficient estimation method for autoregressive systems using cumulants ⋮ Cumulant-based inverse filters for blind deconvolution

Cites Work

• A universal prior for integers and estimation by minimum description length
• Modeling by shortest data description
• Estimating the dimension of a model
• A fundamental relation between predictor identification and power spectrum estimation
• Inconsistency of the AIC rule for estimating the order of autoregressive models
• On Finite Sample Theory for Autoregressive Model Order Selection
• ARMA model order estimation based on the eigenvalues of the covariance matrix
• A new look at the statistical model identification

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