DocumentCode
2622210
Title
LTI systems, additive noise, and order estimation
Author
Beheshti, Soosan ; Dahleh, Munther A.
Author_Institution
Dept. of Electr. Eng. & Comput. Sci., Massachusetts Inst. of Technol., Cambridge, MA, USA
Volume
6
fYear
2003
fDate
9-12 Dec. 2003
Firstpage
6491
Abstract
This paper presents an important application of a novel information theoretic order estimation method, minimum description complexity (MDC). The selection of optimum number of poles and zeros in identification of LTI systems based on observed data is accomplished by MDC. The comparison of MDC with important existing order estimation methods, MDL and AIC, is provided.
Keywords
computational complexity; estimation theory; identification; noise; poles and zeros; LTI systems; additive noise; linear time invariant system; minimum description complexity; order estimation; poles and zeros; system identification; AWGN; Additive noise; Additive white noise; Application software; Estimation theory; Laboratories; Maximum likelihood estimation; Parametric statistics; Poles and zeros; Random processes;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2003. Proceedings. 42nd IEEE Conference on
ISSN
0191-2216
Print_ISBN
0-7803-7924-1
Type
conf
DOI
10.1109/CDC.2003.1272392
Filename
1272392
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