An algorithm for pole-zero system model order estimation

@article{Davila1995AnAF,
title={An algorithm for pole-zero system model order estimation},
author={Carlos E. Davila and Hsia-Ling Chiang},
journal={IEEE Trans. Signal Processing},
year={1995},
volume={43},
pages={1013-1017}
}

In system identi cation, estimates of the unknown system model orders are often required. An algorithm for estimating model orders is described which looks at input/output data 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.