Model-order selection: a review of information criterion rules Export

@article{citeulike:882745, abstract = {The parametric (or model-based) methods of signal processing often require not only the estimation of a vector of real-valued parameters but also the selection of one or several integer-valued parameters that are equally important for the specification of a data model. Examples of these integer-valued parameters of the model include the orders of an autoregressive moving average model, the number of sinusoidal components in a sinusoids-in-noise signal, and the number of source signals impinging on a sensor array. In each of these cases, the integer-valued parameters determine the dimension of the parameter vector of the data model, and they must be estimated from the data.}, author = {Stoica, P. and Selen, Y.}, citeulike-article-id = {882745}, citeulike-linkout-0 = {http://dx.doi.org/10.1109/MSP.2004.1311138}, citeulike-linkout-1 = {http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=1311138}, doi = {10.1109/MSP.2004.1311138}, journal = {Signal Processing Magazine, IEEE}, number = {4}, pages = {36--47}, posted-at = {2009-03-11 22:10:53}, priority = {2}, title = {Model-order selection: a review of information criterion rules}, url = {http://dx.doi.org/10.1109/MSP.2004.1311138}, volume = {21}, year = {2004} }

TY - JOUR ID - citeulike:882745 L3 - citeulike-article-id:882745 N2 - The parametric (or model-based) methods of signal processing often require not only the estimation of a vector of real-valued parameters but also the selection of one or several integer-valued parameters that are equally important for the specification of a data model. Examples of these integer-valued parameters of the model include the orders of an autoregressive moving average model, the number of sinusoidal components in a sinusoids-in-noise signal, and the number of source signals impinging on a sensor array. In each of these cases, the integer-valued parameters determine the dimension of the parameter vector of the data model, and they must be estimated from the data. IS - 4 JF - Signal Processing Magazine, IEEE EP - 47 TI - Model-order selection: a review of information criterion rules VL - 21 SP - 36 AU - Stoica, P AU - Selen, Y PY - 2004/// UR - http://dx.doi.org/10.1109/MSP.2004.1311138 ER -