Title :
An algorithm for pole-zero system model order estimation
Author :
C.E. Davila; Hsia-Ling Chiang
Author_Institution :
Dept. of Electr. Eng., Southern Methodist Univ., Dallas, TX, USA
Abstract :
In system identification, estimates of the unknown system model orders are often required. An algorithm for estimating model orders is described that looks at input/output data covariance matrix eigenvectors. When model orders are overestimated, zeros appear in the noise subspace eigenvectors. The number of zeros present can be used to estimate model orders.
Keywords :
"Covariance matrix","Parameter estimation","System identification","Eigenvalues and eigenfunctions","Frequency estimation","Noise cancellation","Noise level","Noise measurement","Least squares approximation","Subspace constraints"
Journal_Title :
IEEE Transactions on Signal Processing
