DocumentCode
2491748
Title
Model order estimation from covariance matrix eigenvectors
Author
Davila, C.E. ; Hsia-Ling, Chiang
Author_Institution
Dept. of Electr. Eng., Southern Methodist Univ., Dallas, TX, USA
fYear
1994
fDate
2-5 Oct 1994
Firstpage
161
Lastpage
164
Abstract
An algorithm for estimating pole-zero system model orders is described which looks at 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 matrices; eigenvalues and eigenfunctions; parameter estimation; poles and zeros; signal processing; covariance matrix eigenvectors; model order estimation; noise subspace eigenvectors; pole-zero system model order; Adaptive control; Background noise; Covariance matrix; Eigenvalues and eigenfunctions; Frequency estimation; Frequency response; Noise level; System identification; Time measurement; White noise;
fLanguage
English
Publisher
ieee
Conference_Titel
Digital Signal Processing Workshop, 1994., 1994 Sixth IEEE
Conference_Location
Yosemite National Park, CA
Print_ISBN
0-7803-1948-6
Type
conf
DOI
10.1109/DSP.1994.379850
Filename
379850
Link To Document