DocumentCode
1496387
Title
Criterion for selecting model order in identification
Author
Kwon, Soon H. ; Sugeno, M.
Author_Institution
Sch. of E&E, Yeungnam Univ., Kyongbun, South Korea
Volume
35
Issue
4
fYear
1999
fDate
2/18/1999 12:00:00 AM
Firstpage
292
Lastpage
293
Abstract
The authors propose a consistent and bias corrected extension of Akaike´s information criterion (AIC), AICbc. Empirical performances of the AICbc are studied. the AICbc was found to result in relatively better model order choices of a linear regression model using a Monte Carlo experiment
Keywords
Monte Carlo methods; identification; statistical analysis; Monte Carlo experiment; bias corrected extension; information criterion; linear regression model; model order selection; selection criterion; system identification;
fLanguage
English
Journal_Title
Electronics Letters
Publisher
iet
ISSN
0013-5194
Type
jour
DOI
10.1049/el:19990201
Filename
756702
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