A IV based criterion for model order selection

DOI10.1016/0005-1098(96)00020-9zbMATH Open0878.93059OpenAlexW1981195244MaRDI QIDQ1923083FDOQ1923083

Authors: Hoai Nghia Duong, Ioan Doré Landau 

Publication date: 1 October 1996

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(96)00020-9

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zbMATH Keywords

least squaresARX modellinear regression-order selection

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

Cites Work

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• On covariance function tests used in system identification
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• Invariants and canonical forms for systems structural and parametric identification
• Instrumental variable methods for system identification
• An instrumental variable method for model order identification
• On model structure testing in system identification
• Identification and adaptive control for systems with unknown orders, delay, and coefficients
• Estimation of the order of linear systems
• On a procedure for structural identification
• The range error test in the structural identification of linear multivariable systems
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• On statistical properties of a test for model structure selection using the extended instrumental variable approach

Cited In (7)

• A frequency response-based model order selection criterion
• Model selection under order restriction
• Model order determination using the Hankel matrix of impulse responses
• The SHQC criterion for order selection in autoregressive models
• Recursive algorithms for identification in closed loop: A unified approach and evaluation
• A residual-information-based criterion for model order selection
• AR order selection in the case when the model parameters are estimated by forgetting factor least-squares algorithms

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