• DocumentCode
    1151137
  • Title

    A New Approach to Model Structure Discrimination

  • Author

    Maklad, Maher S. ; Nichols, S.T.

  • Volume
    10
  • Issue
    2
  • fYear
    1980
  • Firstpage
    78
  • Lastpage
    84
  • Abstract
    In this paper a new characterization for the quality of stochastic, linear-in-parameters, difference equations models is given. This requires a good model to have accurate parameter estimates and uncorrelated residues. A criterion based on this characterization is derived and compared with other criteria which depend on minimizing the mean square of model residues.
  • Keywords
    Difference equations; Evolution (biology); Government; Parameter estimation; Predictive models; Probability; Sequences; Stochastic processes; Telephony; Testing;
  • fLanguage
    English
  • Journal_Title
    Systems, Man and Cybernetics, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9472
  • Type

    jour

  • DOI
    10.1109/TSMC.1980.4308436
  • Filename
    4308436