DocumentCode
3138110
Title
A filtering approach for model selection
Author
Carvajal, Rodrigo ; Godoy, Boris I. ; Agüero, Juan C. ; Yuz, Juan I.
Author_Institution
Centre for Complex Dynamic Syst. & Control, Univ. of Newcastle, Newcastle, NSW, Australia
fYear
2011
fDate
19-21 Dec. 2011
Firstpage
47
Lastpage
52
Abstract
In this paper, we propose an iterative algorithm to perform model selection. This algorithm is a sequential technique that utilizes ideas from filtering theory. We found that the value of initial parameters in our method plays a key role in selecting models. We study the effect of those parameters, and propose guidelines on how to choose them. Finally, we explore and discuss extensions of the algorithm.
Keywords
filtering theory; identification; iterative methods; filtering approach; filtering theory; iterative algorithm; model selection; Complexity theory; Computational modeling; Data models; Kalman filters; Probabilistic logic; Probability; Tuning;
fLanguage
English
Publisher
ieee
Conference_Titel
Control and Automation (ICCA), 2011 9th IEEE International Conference on
Conference_Location
Santiago
ISSN
1948-3449
Print_ISBN
978-1-4577-1475-7
Type
conf
DOI
10.1109/ICCA.2011.6137993
Filename
6137993
Link To Document