DocumentCode
3078214
Title
Order selection for AR models by predictive least-squares
Author
Wax, M.
Author_Institution
Rafael, Haifa, Israel
fYear
1986
fDate
10-12 Dec. 1986
Firstpage
1481
Lastpage
1486
Abstract
We present a new criterion for selecting the order of AR models which, unlike the existing criteria, is amenable to on-line or adaptive operation. It is based on the Predictive Least-Squares principle and is implemented in a computationally efficient way by predictive lattice filters. We prove the consistency of the criterion and demonstrate its performance by computer simulations.
Keywords
Adaptive control; Adaptive equalizers; Adaptive filters; Computer errors; Computer simulation; H infinity control; Lattices; Predictive models; Speech synthesis; Very large scale integration;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1986 25th IEEE Conference on
Conference_Location
Athens, Greece
Type
conf
DOI
10.1109/CDC.1986.267117
Filename
4049022
Link To Document