A IV based criterion for model order selection (Q1923083): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q217820
Property / author
 
Property / author: Ioan Doré Landau / rank
Normal rank
 

Revision as of 00:44, 11 February 2024

scientific article
Language Label Description Also known as
English
A IV based criterion for model order selection
scientific article

    Statements

    A IV based criterion for model order selection (English)
    0 references
    0 references
    0 references
    1 October 1996
    0 references
    The authors propose a new criterion for estimating the order of a scalar ARX model. The key-idea of the method is to replace the usual least squares loss function by a suitable estimate of its noiseless value. The weak convergence of the estimate is established with general assumptions on the noise together with relatively strong conditions on the input. However, the transfer function of the noise may be time-varying or of infinite order. Finally, the convergence is illustrated by numerical simulations.
    0 references
    0 references
    linear regression-order selection
    0 references
    ARX model
    0 references
    least squares
    0 references

    Identifiers