Title :
The parsimony principle for a class of model structures
Author :
Stoica, Petre ; Friedlander, Benjamin ; Soderstrom, Torsten
Author_Institution :
Institutul Politechnic Bucuresti, Splaiul Independentei, Bucharest, Romania
fDate :
6/1/1985 12:00:00 AM
Abstract :
A new form of the parsimony principle is presented for a class of model structures containing a common subset of parameters. The principle is applied to the problem of estimating the autoregressive (AR) parameters of an AR process corrupted by white measurement noise.
Keywords :
Autoregressive processes; Adaptive control; Australia; Automatic control; Control systems; Convergence; Notice of Violation; Polynomials; Programmable control; Stability; Stochastic processes;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1985.1103999
