Title :
More on autoregressive model fitting with noisy data by Akaike´s information criterion (Corresp.)
fDate :
5/1/1977 12:00:00 AM
Abstract :
Tong has proposed an objective method, based on Akaike´s information criterion (AIC), for the determination of the order of an autoregressive (AR) model with noisy data; some extensions of this proposed method are discussed.
Keywords :
Autoregressive processes; Constraint optimization; Covariance matrix; Density functional theory; Distortion; Frequency; H infinity control; Mathematics; Signal processing; Transmitters; White noise;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1977.1055706
