DocumentCode
827668
Title
A sufficient condition for consistent discrimination between stationary Gaussian models
Author
Baram, Yoram
Author_Institution
Tel-Aviv University, Tel-Aviv, Israel
Volume
23
Issue
5
fYear
1978
fDate
10/1/1978 12:00:00 AM
Firstpage
958
Lastpage
960
Abstract
The uniqueness of the prediction error covariance matrix is shown to be sufficient for a consistent selection among a finite set of stationary Gaussian models, employing the maximum-likelihood criterion. The new consistency condition is considerably easier to verify than previously suggested conditions.
Keywords
Gaussian processes; Modeling; Parameter identification; maximum-likelihood (ML) estimation; Adaptive control; Covariance matrix; Mathematical model; Maximum likelihood detection; Medical diagnosis; Pattern recognition; Predictive models; Radar detection; Sufficient conditions; Technological innovation;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1978.1101874
Filename
1101874
Link To Document