Title :
A new order selection method for auto-regressive processes
Author :
Karimi, Mahmood ; Bastani, Mohammad H.
Author_Institution :
Dept. of Electr. Eng., Sharif Univ. of Technol., Tehran, Iran
fDate :
28 Sep-1 Oct 1998
Abstract :
An approximate formula for the residual variance of autoregressive modeling with the least-squares-forward (LSF) method is derived. By using this formula the statistical behavior of the residual variance is determined approximately. Based on this formula, a new sequential testing algorithm for order selection of auto-regressive processes is proposed. The performance of the algorithm is demonstrated by computer simulations
Keywords :
autoregressive processes; least squares approximations; signal processing; statistical analysis; LSF method; auto-regressive processes; autoregressive modeling; least-squares-forward method; order selection method; performance; residual variance; sequential testing algorithm; statistical behavior; Artificial intelligence; Computer simulation; Geophysical signal processing; Geophysics; Random variables; Sequential analysis; Signal processing; Signal processing algorithms; Sonar; Speech processing;
Conference_Titel :
OCEANS '98 Conference Proceedings
Conference_Location :
Nice
Print_ISBN :
0-7803-5045-6
DOI :
10.1109/OCEANS.1998.726302
