DocumentCode
487828
Title
Order Selection for Non-Stationary AR Models by Predictive Least-Squares
Author
Hambaba, Mohamed L.
Author_Institution
Stevens Institute of Technology, EECS Department, Hoboken, NJ 07030
fYear
1989
fDate
21-23 June 1989
Firstpage
1218
Lastpage
1219
Abstract
We present a new criterion for selecting the order of a non-stationary AR model. It is based on the predictive least-squares principles and is implemented in a computational efficient way by predictive lattice filters. We prove the consistency of the criterion.
Keywords
Adaptive control; Adaptive equalizers; Communication channels; Computational efficiency; Costs; Filters; Lattices; Least squares approximation; Polynomials; Predictive models;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1989
Conference_Location
Pittsburgh, PA, USA
Type
conf
Filename
4790374
Link To Document