Estimation of structure by minimum description length

DOI10.1007/BF01599020MaRDI QIDQ794965zbMATH OpenOpenAlexFDO

Authors N. E. Zubov

Publication date 1982

Published in Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01599020

zbMATH Keywords

linear modelsbest modelminimum description length estimation

Mathematics Subject Classification ID

Canonical structure (93B10) System identification (93B30) Estimation and detection in stochastic control theory (93E10) Transformations (93B17)

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Cites work

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• Modeling by shortest data description
• On line structure selection for multivariable state-space models
• Parametrizations of linear dynamical systems: Canonical forms and identifiability
• Recursive estimation of mixed autoregressive-moving average order
• Some properties of the parameterization of ARMA systems with unknown order
• The determination of optimum structures for the state space representation of multivariate stochastic processes
• The estimation of the order of an ARMA process

Cited in

(17)

• A note on some model selection criteria
• Order estimation of 2-dimensional complex superimposed exponential signal model using exponentially embedded family (EEF) rule: large sample consistency properties
• Recognition of unnatural patterns in manufacturing processes using the minimum description length criterion
• Information criteria for model selection
• Construction of nonlinear discrimination function base on the MDL criterion.
• Parameter estimation for continuous-time models - a survey
• Structural, Syntactic, and Statistical Pattern Recognition
• A unified balanced approach to multichannel blind deconvolution
• An information criterion for normal regression estimation
• scientific article; zbMATH DE number 6751371 (Why is no real title available?)
• On consistency of minimum description length model selection for piecewise autoregressions
• Twenty-one ML estimators for model selection
• scientific article; zbMATH DE number 193126 (Why is no real title available?)
• Uniquely identifiable state-space and ARMA parametrizations for multivariable linear systems
• Minimum Description Length Principle for Fat-Tailed Distributions
• A recursive algorithm for estimating multiple models continuous transfer function with non-uniform sampling
• On identification of stable systems and optimal approximation

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