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
Link To Document