Title :
Order selection for AR models by predictive least-squares
Author_Institution :
Rafael, Haifa, Israel
Abstract :
We present a new criterion for selecting the order of AR models which, unlike the existing criteria, is amenable to on-line or adaptive operation. It is based on the Predictive Least-Squares principle and is implemented in a computationally efficient way by predictive lattice filters. We prove the consistency of the criterion and demonstrate its performance by computer simulations.
Keywords :
Adaptive control; Adaptive equalizers; Adaptive filters; Computer errors; Computer simulation; H infinity control; Lattices; Predictive models; Speech synthesis; Very large scale integration;
Conference_Titel :
Decision and Control, 1986 25th IEEE Conference on
Conference_Location :
Athens, Greece
DOI :
10.1109/CDC.1986.267117
