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

DOI10.1002/1097-007X(200007/08)28:4%3C421::AID-CTA112%3E3.0.CO;2-WMaRDI QIDQ4506262zbMATH OpenOpenAlexFDO

Authors 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%3C421::aid-cta112%3E3.0.co;2-w

zbMATH Keywords

ARMAcovariance matrixmodel order selection

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(3)

• A fast transversal filtering algorithm for pole-zero modeling
• Cumulant-based inverse filters for blind deconvolution
• A new coefficient estimation method for autoregressive systems using cumulants

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