Title :
Model order selection for summation models
Author :
Sabharwal, A. ; Ying, C.J. ; Potter, L. ; Moses, R.
Author_Institution :
Dept. of Electr. Eng., Ohio State Univ., Columbus, OH, USA
Abstract :
In this paper, we propose two model order selection procedures for a class of summation models. We exploit the special structure in the class of candidate models to provide a data dependent zipper bound on the model order. The proposed upper bound is also a consistent estimator of model order. Further, minimum descriptive length, AIC and maximum apriori when accompanied with the data dependent prior exhibit an improved rate of convergence to their asymptotic behaviour and an improved detection rate for finite SNR and finite data lengths. Asymptotic properties of the maximum likelihood parameters are used to derive the proposed methods. All simulations use the complex undamped exponential model.
Keywords :
convergence of numerical methods; maximum likelihood detection; maximum likelihood estimation; AIC; MAP; MDL; asymptotic behaviour; complex undamped exponential model; convergence; data dependent zipper bound; detection; finite SNR; finite data lengths; maximum a priori; maximum likelihood parameters; minimum descriptive length; model order selection procedures; summation models; upper bound; Bayesian methods; Convergence; Geometry; Maximum likelihood detection; Maximum likelihood estimation; Monte Carlo methods; Parametric statistics; Solid modeling; Topology; Upper bound;
Conference_Titel :
Signals, Systems and Computers, 1996. Conference Record of the Thirtieth Asilomar Conference on
Conference_Location :
Pacific Grove, CA, USA
Print_ISBN :
0-8186-7646-9
DOI :
10.1109/ACSSC.1996.599143