Title :
Model order estimation from covariance matrix eigenvectors
Author :
Davila, C.E. ; Hsia-Ling, Chiang
Author_Institution :
Dept. of Electr. Eng., Southern Methodist Univ., Dallas, TX, USA
Abstract :
An algorithm for estimating pole-zero system model orders is described which looks at covariance matrix eigenvectors. When model orders are overestimated, zeros appear in the noise subspace eigenvectors. The number of zeros present can be used to estimate model orders
Keywords :
covariance matrices; eigenvalues and eigenfunctions; parameter estimation; poles and zeros; signal processing; covariance matrix eigenvectors; model order estimation; noise subspace eigenvectors; pole-zero system model order; Adaptive control; Background noise; Covariance matrix; Eigenvalues and eigenfunctions; Frequency estimation; Frequency response; Noise level; System identification; Time measurement; White noise;
Conference_Titel :
Digital Signal Processing Workshop, 1994., 1994 Sixth IEEE
Conference_Location :
Yosemite National Park, CA
Print_ISBN :
0-7803-1948-6
DOI :
10.1109/DSP.1994.379850
