The parsimony principle for a class of model structures

DOI10.1109/TAC.1985.1103999MaRDI QIDQ3676032zbMATH OpenOpenAlexFDO

Authors Petre Stoica, Benjamin Friedlander, Torsten Söderström

Publication date 1985

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.1985.1103999

zbMATH Keywords

trace operatorautoregressive parametersparsimony principle

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Cited in

(4)

• Parsimony hierarchies for inductive inference
• Adaptive decoupling of multivariable systems
• An indirect prediction error method for system identification
• On instrumental variable estimation of sinusoid frequencies and the parsimony principle

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