• DocumentCode
    926726
  • Title

    More on autoregressive model fitting with noisy data by Akaike´s information criterion (Corresp.)

  • Author

    Tong, Howell

  • Volume
    23
  • Issue
    3
  • fYear
    1977
  • fDate
    5/1/1977 12:00:00 AM
  • Firstpage
    409
  • Lastpage
    410
  • Abstract
    Tong has proposed an objective method, based on Akaike´s information criterion (AIC), for the determination of the order of an autoregressive (AR) model with noisy data; some extensions of this proposed method are discussed.
  • Keywords
    Autoregressive processes; Constraint optimization; Covariance matrix; Density functional theory; Distortion; Frequency; H infinity control; Mathematics; Signal processing; Transmitters; White noise;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.1977.1055706
  • Filename
    1055706
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=926726