Model-Order Selection: A Review of Information Criterion Rules
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.
- Publication:
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IEEE Signal Processing Magazine
- Pub Date:
- 2004
- DOI:
- Bibcode:
- 2004ISPM...21...36S
- Keywords:
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- Parameter estimation;
- Maximum likelihood estimation;
- Signal processing;
- Probability density function;
- Covariance matrix;
- Frequency;
- Noise level;
- Phase noise;
- Vehicles