A Data-Driven McMillan Degree Lower Bound

DOI10.1137/18M1194481zbMath1456.37098arXiv1803.00043MaRDI QIDQ5146675

Jeffrey Hokanson

Publication date: 26 January 2021

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.00043

zbMATH Keywords

Hankel matrix; random matrix; model order selection; McMillan degree

Mathematics Subject Classification ID

60B20: Random matrices (probabilistic aspects)

93E12: Identification in stochastic control theory

15B52: Random matrices (algebraic aspects)

62B10: Statistical aspects of information-theoretic topics

37M99: Approximation methods and numerical treatment of dynamical systems

Uses Software

• ARPACK
• benchmodred