Parametric model order estimation: A brief review
An important topic in parametric modelling is the question of the `correct' model order. The correct order is not the true order, nor is the correct order the one with minimum residual error as it is a monotonic decreasing function of the model order. The optimal order is the one which decrease...
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| Format: | Conference item |
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IEE
1997
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| _version_ | 1797082840507088896 |
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| author | Rezek, I Roberts, S |
| author_facet | Rezek, I Roberts, S |
| author_sort | Rezek, I |
| collection | OXFORD |
| description | An important topic in parametric modelling is the question of the `correct' model order. The correct order is not the true order, nor is the correct order the one with minimum residual error as it is a monotonic decreasing function of the model order. The optimal order is the one which decreases the prediction error on an unobserved data set. Methods such as the Yule-Walker approach, require larger sample sizes and generally give worse residual estimates than the Burg method. |
| first_indexed | 2024-03-07T01:33:34Z |
| format | Conference item |
| id | oxford-uuid:94618651-506e-4267-946c-ea142c348e9a |
| institution | University of Oxford |
| last_indexed | 2024-03-07T01:33:34Z |
| publishDate | 1997 |
| publisher | IEE |
| record_format | dspace |
| spelling | oxford-uuid:94618651-506e-4267-946c-ea142c348e9a2022-03-26T23:39:03ZParametric model order estimation: A brief reviewConference itemhttp://purl.org/coar/resource_type/c_5794uuid:94618651-506e-4267-946c-ea142c348e9aSymplectic Elements at OxfordIEE1997Rezek, IRoberts, SAn important topic in parametric modelling is the question of the `correct' model order. The correct order is not the true order, nor is the correct order the one with minimum residual error as it is a monotonic decreasing function of the model order. The optimal order is the one which decreases the prediction error on an unobserved data set. Methods such as the Yule-Walker approach, require larger sample sizes and generally give worse residual estimates than the Burg method. |
| spellingShingle | Rezek, I Roberts, S Parametric model order estimation: A brief review |
| title | Parametric model order estimation: A brief review |
| title_full | Parametric model order estimation: A brief review |
| title_fullStr | Parametric model order estimation: A brief review |
| title_full_unstemmed | Parametric model order estimation: A brief review |
| title_short | Parametric model order estimation: A brief review |
| title_sort | parametric model order estimation a brief review |
| work_keys_str_mv | AT rezeki parametricmodelorderestimationabriefreview AT robertss parametricmodelorderestimationabriefreview |