Title: Modified AIC rule for model selection in combination with prior estimated noise models
Authors: Schoukens, Joannes ×
Rolain, Y
Pintelon, R #
Issue Date: May-2002
Publisher: Pergamon-elsevier science ltd
Series Title: Automatica vol:38 issue:5 pages:903-906
Abstract: In this paper we adapt the AIC model selection rule to be used in combination with prior estimated noise models in the presence of model errors. It is shown that under these conditions a slightly modified cost function extension is needed, resulting in a multiplicative complexity term instead of an additive one as would be found for fixed noise models and no model errors. The equivalency of this result with the classical prediction error framework is discussed. (C) 2002 Elsevier Science Ltd. All rights reserved.
ISSN: 0005-1098
Publication status: published
KU Leuven publication type: IT
Appears in Collections:ESAT - STADIUS, Stadius Centre for Dynamical Systems, Signal Processing and Data Analytics
× corresponding author
# (joint) last author

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