Comparison of recent model selection criteria for system identification

Raol, JR (1988) Comparison of recent model selection criteria for system identification. Technical Report. National Aeronautical Laboratory, Bangalore, India.

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Abstract

In this report we study the problem of determination of order of dynamical systems represented by time series, polynomial and transfer function models. We briefly discuss the merits and demerits of many contemporary and recent criteria. Finally we compare some criteria via numerical simulation and present some interesting observations.

Item Type: Monograph (Technical Report)
Uncontrolled Keywords: Model selection criteria;Identification;Time-series;Autoregressive models;Autoregressive moving average models
Subjects: MATHEMATICAL AND COMPUTER SCIENCES > Mathematical and Computer Scienes(General)
Depositing User: Poornima Narayana
Date Deposited: 17 Aug 2006
Last Modified: 24 May 2010 04:15
URI: http://nal-ir.nal.res.in/id/eprint/2106

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